Title :
A Method for Computing the Partial Singular Value Decomposition
Author_Institution :
Department of Communications, Communications Research Center, Box 11490, Station H, Ottawa, Ont., Canada K2H 8S2.
Abstract :
A method for computing the partial singular value decomposition of a matrix is described. The method is appropriate to problems where the matrix is known to be of low rank and only the principal singular vectors are of interest. The technique is simple, easy to implement in integer arithmetic, and places modest memory requirements. The convergence properties of the algorithm are investigated analytically and by simulation.
Keywords :
Arithmetic; Biology computing; Geophysics computing; Image processing; Marine animals; Matrices; Matrix decomposition; Pattern recognition; Signal processing; Singular value decomposition; Convergence properties; SVD; eigenvalue/eigenvector; image processing; numerical methods; power method;
Journal_Title :
Pattern Analysis and Machine Intelligence, IEEE Transactions on
DOI :
10.1109/TPAMI.1982.4767324
