Large-scale sparse singular value computations

Abstract

Four numerical methods for computing the singular value decomposition (SVD) of large sparse matrices on a multiprocessor architecture are presented. Lanczos and subspace iteration-based methods for determining several of the largest singular triplets (singular values and corresponding left and right-singular vectors) for sparse matrices arising from two practical applications: information retrieval and seismic reflection tomography are emphasized. The target architectures for implementations are the CRAY-2S/4-128 and Alliant FX/80. The sparse SVD problem is well motivated by recent information-retrieval techniques in which dominant singular values and their corresponding singular vectors of large sparse term-document matrices are desired, and by nonlinear inverse problems from seismic tomography applications which require approximate pseudo-inverses of large sparse Jacobian matrices.