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lmsvd.m

version 1.3.0.0 (5.93 KB) by XIN LIU
LMSVD ver. 1.3 is available for computing truncated SVD

1.7K Downloads

Updated 14 Dec 2017

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LMSVD is a Matlab solver for computing truncated (dominant) singular value decompositions of relatively large matrices. The code uses a subspace optimization technique to achieve significant accelerations to the classic simultaneous subspace iterations method, and is typically much faster than the Matlab's default function "svds".
In the case you use LMSVD in your published work, please make a reference to the following paper.
Xin Liu, Zaiwen Wen and Yin Zhang, Limited Memory Block Krylov Subspace Optimization for Computing Dominant Singular Value Decompositions, SIAM Journal on Scientific Computing, 35-3 (2013), A1641-A1668.

Cite As

XIN LIU (2021). lmsvd.m (https://www.mathworks.com/matlabcentral/fileexchange/46875-lmsvd-m), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2012b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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