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An Algorigtm for Singular Value Decomposition of Matrices in Blocks
Two methods to decompose block matrices analogous to Singular Matrix
Decomposition are proposed, one yielding the so called economy decomposition,
and other yielding the full decomposition. This method is devised to avoid
handling matrices bigger than the biggest blocks, so it is particularly
appropriate when a limitation on the size of matrices exists. The method is
tested on a document-term matrix (17780x3204) divided in 4 blocks, the
upper-left corner being 215x215.Comment: 14 pages, 8 figures. Technical Report Replacement with updated
reference of publicatio