A Lanczos Algorithm for Computing Singular Values and Vectors of Large Matrices
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Publication:3667849
DOI10.1137/0904015zbMath0518.65020OpenAlexW2022059930MaRDI QIDQ3667849
Ralph A. Willoughby, Mark S. Lake, Jane K. Cullum
Publication date: 1983
Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0904015
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18)
Related Items (8)
Efficient alternating least squares algorithms for low multilinear rank approximation of tensors ⋮ A Preconditioned Hybrid SVD Method for Accurately Computing Singular Triplets of Large Matrices ⋮ Peaks, plateaus, numerical instabilities in a Galerkin minimal residual pair of methods for solving \(Ax=b\) ⋮ Computing eigenvalues of very large symmetric matrices. An implementation of a Lanczos algorithm with no reorthogonalization ⋮ Irr: An algorithm for computing the smallest singular value of large scale matrices ⋮ Large-scale complex eigenvalue problems ⋮ PRIMME_SVDS: A High-Performance Preconditioned SVD Solver for Accurate Large-Scale Computations ⋮ Computing smallest singular triplets with implicitly restarted Lanczos bidiagonalization
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