Reorthogonalization for the Golub-Kahan-Lanczos bidiagonal reduction

DOI10.1007/s00211-013-0518-8zbMath1272.65034OpenAlexW2056167745MaRDI QIDQ1955641

Jesse L. Barlow

Publication date: 17 June 2013

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00211-013-0518-8

zbMATH Keywords

convergenceerror analysissingular valuesKrylov spacebidiagonalizationreorthogonalizationLanczos iterative methodGolub-Kahan-Lanczos (GKL) algorithm

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Eigenvalues, singular values, and eigenvectors (15A18) Orthogonalization in numerical linear algebra (65F25)

Related Items (10)

The joint bidiagonalization process with partial reorthogonalization ⋮ The Joint Bidiagonalization Method for Large GSVD Computations in Finite Precision ⋮ A Preconditioned Hybrid SVD Method for Accurately Computing Singular Triplets of Large Matrices ⋮ Two projection methods for regularized total least squares approximation ⋮ Explicit deflation in Golub-Kahan-Lanczos bidiagonalization methods ⋮ Deflation for the Off-Diagonal Block in Symmetric Saddle Point Systems ⋮ The Joint Bidiagonalization of a Matrix Pair with Inaccurate Inner Iterations ⋮ Singular Value Decomposition Approximation via Kronecker Summations for Imaging Applications ⋮ Block Modified Gram--Schmidt Algorithms and Their Analysis ⋮ Band Generalization of the Golub--Kahan Bidiagonalization, Generalized Jacobi Matrices, and the Core Problem

Uses Software

• LSQR
• mctoolbox
• mftoolbox
• CRAIG

Cites Work

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