Approximating dominant singular triplets of large sparse matrices via modified moments

DOI10.1007/BF02143130zbMath0867.65012OpenAlexW2035924836MaRDI QIDQ2564505

Gene H. Golub, Sowmini Varadhan, Michael W. Berry

Publication date: 30 January 1997

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02143130

zbMATH Keywords

performancesingular value decompositionsingular vectorscomparisonsparallel computationslarge sparse matricesChebyshev semi-iterative methodeigenvalue decompositionsmethod of modified moments

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Parallel numerical computation (65Y05)

Related Items (1)

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

Uses Software

• LINPACK
• ARPACK
• svdpack

Cites Work

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• Padé-type approximation and general orthogonal polynomials
• Chebyshev semi-iterative methods, successive overrelaxation iterative methods, and second order Richardson iterative methods. I, II
• Estimating the largest singular values of large sparse matrices via modified moments
• Estimates of Eigenvalues for Iterative Methods
• A Block Lanczos Method for Computing the Singular Values and Corresponding Singular Vectors of a Matrix
• On Generating Orthogonal Polynomials
• Solution of Sparse Indefinite Systems of Linear Equations
• Using Linear Algebra for Intelligent Information Retrieval

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