For certain computations I need a quick approximation of the left singular vector of a matrix G( nxk ; n>k ). Also, the corresponding singular value would be needed. Perhaps after approximating the singular value I could use the Conjugate Gradient method to obtain the approximation of the left singular vector. Any idea on how to achieve this would be very welcome.(adsbygoogle = window.adsbygoogle || []).push({});

Note that for matrix G, n which is the number of rows, is very large ( n>>k).

Thanks

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# Quick LSV approximation

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