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Fast generalized cross validation using Krylov subspace methods

โœ Scribed by Roger B. Sidje; Alan B. Williams; Kevin Burrage


Publisher
Springer US
Year
2008
Tongue
English
Weight
530 KB
Volume
47
Category
Article
ISSN
1017-1398

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๐Ÿ“œ SIMILAR VOLUMES


Eigenvalue perturbation and generalized
โœ T. Zhang; G.H. Golub; K.H. Law ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 909 KB

In this paper, we study the computational aspect of eigenvalue perturbation theory. In previous research, high order perturbation terms were often derived from Taylor series expansion. Computations based on such an approach can be both unstable and highly complicated. We present here an approach bas