UNIVERSITY of GLASGOW

Computing at Glasgow University
 
Paper ID: 8858
DCS Tech Report Number: TR-2008-269

An Algorighm for Singular Value Decomposition of Matrices in Blocks
Huertas-Rosero,A.F.

Publication Type: Tech Report (internal)
Appeared in: DCS Technical Report Series
Page Numbers :
Publisher: Dept of Computing Science, University of Glasgow
Year: 2008

URL: This publication is available at this URL.

Note: 14 pages, 8 figures

Abstract:

Two methods to decompose block matrices analogous to Singular Matrix Decomposition are proposed, one yielding the so called economy decomposition, and other yielding the full decomposition. This method is devised to avoid handling matrices bigger than the biggest blocks, so it is particularly appropriate when a limitation on the size of matrices exists. The method is tested on a document-term matrix (17780x3204) divided in 4 blocks, the upper-left corner being 215x215.

Keywords: SVD, matrices, blocks, matrix computations


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