SVDCYCLIC#

SVDCYCLIC = “cyclic” - Solve the singular value problem via an equivalent eigenvalue problem with the cyclic matrix.

Notes#

This will do the computation with a subsidiary eigensolver on an equivalent eigenvalue problem. For the standard SVD, the eigensolver operates with the cyclic matrix \(H(A)=\left[\begin{smallmatrix}0&A\\A^*&0\end{smallmatrix}\right]\). See the section Mathematical Background for details on the formulation for each SVD type.

To manipulate the internal eigensolvers, use SVDCyclicGetEPS() or use the corresponding command-line options.

See Also#

SVD: Singular Value Decomposition, Mathematical Background, SVD, SVDType, SVDSetType(), SVDSetProblemType(), SVDTRLANCZOS, SVDCyclicGetEPS()

Level#

beginner

Location#

src/svd/impls/cyclic/cyclic.c


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