PRIMME_SVDS: A High-Performance Preconditioned SVD Solver for Accurate Large-Scale Computations. The increasing number of applications requiring the solution of large scale singular value problems have rekindled interest in iterative methods for the SVD. Some promising recent ad- vances in large scale iterative methods are still plagued by slow convergence and accuracy limitations for computing smallest singular triplets. Furthermore, their current implementations in MATLAB cannot address the required large problems. Recently, we presented a preconditioned, two-stage method to effectively and accurately compute a small number of extreme singular triplets. In this research, we present a high-performance software, PRIMME SVDS, that implements our hybrid method based on the state-of-the-art eigensolver package PRIMME for both largest and smallest singular values. PRIMME SVDS fills a gap in production level software for computing the partial SVD, especially with preconditioning. The numerical experiments demonstrate its superior perfor- mance compared to other state-of-the-art software and its good parallel performance under strong and weak scaling.
Keywords for this software
References in zbMATH (referenced in 9 articles , 1 standard article )
Showing results 1 to 9 of 9.
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- Nakatsukasa, Yuji: Sharp error bounds for Ritz vectors and approximate singular vectors (2020)
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- Goldenberg, Steven; Stathopoulos, Andreas; Romero, Eloy: A Golub-Kahan Davidson method for accurately computing a few singular triplets of large sparse matrices (2019)
- Huang, Jinzhi; Jia, Zhongxiao: On inner iterations of Jacobi-Davidson type methods for large SVD computations (2019)
- Wu, Lingfei; Xue, Fei; Stathopoulos, Andreas: TRPL+K: thick-restart preconditioned Lanczos+K method for large symmetric eigenvalue problems (2019)
- Wu, Lingfei; Romero, Eloy; Stathopoulos, Andreas: PRIMME_SVDS: a high-performance preconditioned SVD solver for accurate large-scale computations (2017)
- Wu, Lingfei; Laeuchli, Jesse; Kalantzis, Vassilis; Stathopoulos, Andreas; Gallopoulos, Efstratios: Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse (2016)