A harmonic Lanczos bidiagonalization method for computing interior singular triplets of large matrices
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Publication:433291
DOI10.1016/J.AMC.2012.01.013zbMATH Open1246.65065arXiv1001.3258OpenAlexW1973321137MaRDI QIDQ433291FDOQ433291
Publication date: 13 July 2012
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Abstract: This paper proposes a harmonic Lanczos bidiagonalization method for computing some interior singular triplets of large matrices. It is shown that the approximate singular triplets are convergent if a certain Rayleigh quotient matrix is uniformly bounded and the approximate singular values are well separated. Combining with the implicit restarting technique, we develop an implicitly restarted harmonic Lanczos bidiagonalization algorithm and suggest a selection strategy of shifts. Numerical experiments show that one can use this algorithm to compute interior singular triplets efficiently.
Full work available at URL: https://arxiv.org/abs/1001.3258
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singular value decompositionalgorithmnumerical experimentsharmonic Lanczos bidiagonalization methodharmonic shiftsimplicit restarting techniqueLanczos bidiagonalization processRayleigh quotient matrixsingular triplets
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Cited In (8)
- On Inner Iterations of Jacobi--Davidson Type Methods for Large SVD Computations
- Computing the smallest singular triplets of a large matrix
- On the tripling algorithm for large-scale nonlinear matrix equations with low rank structure
- An implicitly restarted block Lanczos bidiagonalization method using Leja shifts
- A Lanczos bidiagonalization algorithm for Hankel matrices
- Harmonic multi-symplectic Lanczos algorithm for quaternion singular triplets
- On computing the minimum singular value of a tensor sum
- Thick restarting the weighted harmonic Golub-Kahan-Lanczos algorithm for the linear response eigenvalue problem
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