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SVD and Signal Processing, III
book

SVD and Signal Processing, III

by M. Moonen, B. De Moor
March 1995
Intermediate to advanced content levelIntermediate to advanced
498 pages
23h 58m
English
Elsevier Science
Content preview from SVD and Signal Processing, III
188
R.D. Fierro and P.C. Hansen
Table 2: The average amount of work
Wd(X)
in the algorithms for estimating the largest
singular value and corresponding vector of the matrix X. Here, p and I denote the average
number of power and Lanczos iterations.
POWER METHOD
Wd(L) 2p,~ 2
Wd(A) 4pmn
LANCZOS METHOD
2In 2
+
14in
+
10/3
4lmn + 81m + 6In +
1013
sponding factor for the convergence of the eigenvalues, cf. [5, w and [11, p. 62 and
(12-4-1)]. Hence, the comparison of the POWER and LANCZOS methods from [5, w for
computing eigenvalues essentially carries over to the computation of singular vectors. As
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Publisher Resources

ISBN: 9780444821072