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New iterative methods for generalized singular-value problems. (English) Zbl 1407.65045

Summary: This paper presents two new iterative methods to compute generalized singular values and vectors of a large sparse matrix. To reach acceleration in the convergence process, we have used a different inner product instead of the common one, Euclidean one. Furthermore, at each restart, a different inner product has been chosen by the researchers. A number of numerical experiments illustrate the performance of the above-mentioned methods.

MSC:

65F10 Iterative numerical methods for linear systems
65L15 Numerical solution of eigenvalue problems involving ordinary differential equations
15A18 Eigenvalues, singular values, and eigenvectors
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References:

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