Timeline for complexity of computing the singular vector corresponding to the smallest singular value
Current License: CC BY-SA 3.0
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Dec 18, 2016 at 22:42 | comment | added | Manos | After looking at these papers and some others, i have the impression that the complexity is larger than that of computing the largest singular pair (which is $n^2$). I think the reason for this is that to compute the smallest singular pair iterative methods solve at each iteration some system of linear equations whose coefficient matrix is at least as large as $A$ (in an inverse power iteration style). Please let me know if you agree or think otherwise. | |
Dec 18, 2016 at 2:22 | history | answered | Igor Rivin | CC BY-SA 3.0 |