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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.
Pattern Analysis and Machine Intelligence, IEEE Transactions on (Volume:PAMI-9 , Issue: 1 )
Date of Publication: Jan. 1987