Hochstenbach, M. E. A Jacobi-Davidson type method for the generalized singular value problem. (English) Zbl 1169.65034 Linear Algebra Appl. 431, No. 3-4, 471-487 (2009). The author presents a new method for the iterative computation of the generalized singular values and vectors of a large sparse matrix. The method is an accelerated Newton method with asymptotically quadratic convergence if the correction equations are solved exactly. Numerical examples are given. Reviewer: T. C. Mohan (Dehra Dun) Cited in 6 Documents MSC: 65F20 Numerical solutions to overdetermined systems, pseudoinverses 65F50 Computational methods for sparse matrices Keywords:generalized singular value decomposition; Jacobi-Davidson method; subspace method; augmented matrix; correction equation; accelerated Newton method; refined extraction; harmonic extraction; large sparse matrix; quadratic convergence; numerical examples PDFBibTeX XMLCite \textit{M. E. 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