Issue No. 01 - January (1987 vol. 9)
Raziel Haimi-Cohen , Department of Electrical and Computer Engineering, Ben-Gurion University, Beer-Sheva, Israel; Tadiran, Inc., Telecommunication Divison, P. O. B. 500, Petah Tikva 49104, Israel.
Arnon Cohen , Department of Electrical and Computer Engineering and the Center for Biomedical Engineering, Ben-Gurion University, Beer-Sheva, Israel.
It is often desirable to calculate only a few terms of the SVD expansion of a matrix, corresponding to the largest or smallest singular values. Two algorithms, based on gradient and conjugate gradient search, are proposed for this purpose. SVD is computed term by term in a decreasing or increasing order of singular values. The algorithms are simple to implement and are especially advantageous with large matrices.
A. Cohen and R. Haimi-Cohen, "Gradient-Type Algorithms for Partial Singular Value Decomposition," in IEEE Transactions on Pattern Analysis & Machine Intelligence, vol. 9, no. , pp. 137-142, 1987.