Add LOBPCG's SVD variant?

Open bethandtownes opened this issue 6 years ago • 1 comments

According to Wikipedia page for LOBPCG, it is possible to compute truncated SVD of a matrix A using LOBPCG as well without explicitly forming A'A. Would it be a good idea to implement this feature?

Aug 02 '19 05:08 bethandtownes

See https://github.com/scipy/scipy/issues/9275 https://github.com/scikit-learn/scikit-learn/pull/12319

Aug 12 '19 03:08 lobpcg