This technical report introduces some software packages for partial SVD computation, including optimized PROPACK, modified PROPACK for computing singular values above a threshold and the corresponding singular vectors, and block Lanczos with warm …
We propose using the block Lanczos method to compute the partial SVDs, where the principal singular subspaces obtained in the previous iteration are used to start the block Lanczos procedure.
This paper proposes scalable and fast algorithms for solving the Robust PCA problem, namely recovering a low-rank matrix with an unknown fraction of its entries being arbitrarily corrupted.