A Jacobi--Davidson Type SVD Method
نویسندگان
چکیده
منابع مشابه
A Jacobi-Davidson Type SVD Method
We discuss a new method for the iterative computation of a portion of the singular values and vectors of a large sparse matrix. Similar to the Jacobi–Davidson method for the eigenvalue problem, we compute in each step a correction by (approximately) solving a correction equation. We give a few variants of this Jacobi–Davidson SVD (JDSVD) method with their theoretical properties. It is shown tha...
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We discuss a new method for the iterative computation of a portion of the singular values and vectors of a large sparse matrix. Similar to the Jacobi-Davidson method for the eigenvalue problem, we compute in each step a correction by (approximately) solving a correction equation. It is shown that this JDSVD method can be seen as an accelerated (inexact) Newton scheme. We compare the method with...
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The reduction of parasitic linear subcircuits is one of many issues in model order reduction (MOR) for VLSI design. This issue is well explored, but the structure of these subcircuits has been changing recently. So far, the number of elements in these subcircuits was significantly larger than the number of connections to the whole circuit, the so called pins or terminals. This assumption is no ...
متن کاملThe Jacobi–Davidson method
The Jacobi–Davidson method is a popular technique to compute a few eigenpairs of large sparse matrices. Its introduction, about a decade ago, was motivated by the fact that standard eigensolvers often require an expensive factorization of the matrix to compute interior eigenvalues. Such a factorization may be infeasible for large matrices as arise in today’s large-scale simulations. In the Jaco...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2001
ISSN: 1064-8275,1095-7197
DOI: 10.1137/s1064827500372973