• Corpus ID: 245837570

A FEAST SVDsolver for the computation of singular value decompositions of large matrices based on the Chebyshev-Jackson series expansion

@article{Jia2022AFS,
  title={A FEAST SVDsolver for the computation of singular value decompositions of large matrices based on the Chebyshev-Jackson series expansion},
  author={Zhongxiao Jia and Kailiang Zhang},
  journal={ArXiv},
  year={2022},
  volume={abs/2201.02901}
}
The FEAST eigensolver is extended to the computation of the singular triplets of a large matrix A with the singular values in a given interval. It is subspace iteration in nature applied to an approximate spectral projector associated with the cross-product matrix AA and constructs approximate left and right singular subspaces corresponding to the desired singular values, onto which A is projected to obtain approximations to the desired singular triplets. Approximate spectral projectors are… 

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