Lanczos, Householder transformations, and implicit deflation for fast and reliable dominant singular subspace computation

DOI10.1002/nla.240zbMath1051.65042OpenAlexW1984710842MaRDI QIDQ4814584

Ricardo D. Fierro

Publication date: 7 September 2004

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.240

zbMATH Keywords

numerical examplessingular value decompositionLanczos methodsparse matricesdeflationQR factorizationHouseholder transformationsdominant singular subspace

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Uses Software

• Matlab

Cites Work

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• The partial total least squares algorithm
• Accuracy and effectiveness of the Lanczos algorithm for the symmetric eigenproblem
• Towards a black box Lanczos program
• Fast computation of the principal singular vectors of Toeplitz matrices arising in exponential data modelling
• Low-rank revealing \(UTV\) decompositions
• Accuracy of TSVD solutions computed from rank-revealing decompositions
• Approximating dominant singular triplets of large sparse matrices via modified moments
• The Singular Value Decomposition in Product Form
• The WY Representation for Products of Householder Matrices
• On the Rates of Convergence of the Lanczos and the Block-Lanczos Methods
• Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
• Estimating the Largest Eigenvalue by the Power and Lanczos Algorithms with a Random Start
• Low‐rank revealing QR factorizations
• Using Linear Algebra for Intelligent Information Retrieval

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