2 papers
math.NA2024
A Hybrid Algorithm for Computing a Partial Singular Value Decomposition Satisfying a Given Threshold
James Baglama, Jonathan A. Chávez Casillas, Vasilije Perović
In this paper, we describe a new hybrid algorithm for computing all singular triplets above a given threshold and provide its implementation in MATLAB/Octave and R. The high perfor…
stat.CO2015
Efficient Thresholded Correlation using Truncated Singular Value Decomposition
James Baglama, Michael Kane, Bryan Lewis +1
Efficiently computing a subset of a correlation matrix consisting of values above a specified threshold is important to many practical applications. Real-world problems in genomics…