Reorthogonalization for the Golub-Kahan-Lanczos bidiagonal reduction
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Publication:1955641
DOI10.1007/s00211-013-0518-8zbMath1272.65034MaRDI QIDQ1955641
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
convergence; error analysis; singular values; Krylov space; bidiagonalization; reorthogonalization; Lanczos iterative method; Golub-Kahan-Lanczos (GKL) algorithm
65F15: Numerical computation of eigenvalues and eigenvectors of matrices
65F20: Numerical solutions to overdetermined systems, pseudoinverses
15A18: Eigenvalues, singular values, and eigenvectors
65F25: Orthogonalization in numerical linear algebra
Related Items
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, The Joint Bidiagonalization Method for Large GSVD Computations in Finite Precision, 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, Two projection methods for regularized total least squares approximation, The joint bidiagonalization process with partial reorthogonalization, A Preconditioned Hybrid SVD Method for Accurately Computing Singular Triplets of Large Matrices
Uses Software
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