An Algorigtm for Singular Value Decomposition of Matrices in Blocks

Details An Algorigtm for Singular Value Decomposition of Matrices in Blocks An Algorigtm for Singular Value Decomposition of Matrices in Blocks

2008-04-27

arxiv.org/abs/0804.4305v2

DCS Technical Report Series, TR-2008-269

Mathematics

Numerical Analysis

14 pages, 8 figures. Technical Report Replacement with updated reference of publication

Scientific paper

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.

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