A Method for Computing the Partial Singular Value Decomposition
Seymour Shlien · IEEE Transactions on Pattern Analysis and Machine Intelligence · 1982
A method for computing the partial singular value decomposition of a matrix is described. The method is appropriate to problems where the matrix is known to be of low rank and only the principal singular vectors are of interest. The technique is simple, easy to implement in integer arithmetic, and places modest memory requirements. The convergence properties of the algorithm are investigated analytically and by simulation.