G
Gene H. Golub
Researcher at Stanford University
Publications - 342
Citations - 60785
Gene H. Golub is an academic researcher from Stanford University. The author has contributed to research in topics: Eigenvalues and eigenvectors & Matrix (mathematics). The author has an hindex of 100, co-authored 342 publications receiving 57361 citations. Previous affiliations of Gene H. Golub include Cornell University & Bell Labs.
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Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
TL;DR: The generalized cross-validation (GCV) method as discussed by the authors is a generalized version of Allen's PRESS, which can be used in subset selection and singular value truncation, and even to choose from among mixtures of these methods.
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Singular value decomposition and least squares solutions
Gene H. Golub,C. Reinsch +1 more
TL;DR: The decomposition of A is called the singular value decomposition (SVD) and the diagonal elements of ∑ are the non-negative square roots of the eigenvalues of A T A; they are called singular values.
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Numerical solution of saddle point problems
TL;DR: A large selection of solution methods for linear systems in saddle point form are presented, with an emphasis on iterative methods for large and sparse problems.
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Calculating the Singular Values and Pseudo-Inverse of a Matrix
Gene H. Golub,William Kahan +1 more
TL;DR: In this article, a numerically stable and fairly fast scheme is described to compute the unitary matrices U and V which transform a given matrix A into a diagonal form π = U^ * AV, thus exhibiting A's singular values on π's diagonal.