A harmonic Lanczos bidiagonalization method for computing interior singular triplets of large matrices
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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.
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Cites work
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- A Block Lanczos Method for Computing the Singular Values and Corresponding Singular Vectors of a Matrix
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- A robust and efficient parallel SVD solver based on restarted Lanczos bidiagonalization
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- Computing smallest singular triplets with implicitly restarted Lanczos bidiagonalization
- Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
- Implicitly Restarted GMRES and Arnoldi Methods for Nonsymmetric Systems of Equations
- Low-Rank Matrix Approximation Using the Lanczos Bidiagonalization Process with Applications
- Polynomial characterizations of the approximate eigenvectors by the refined Arnoldi method and an implicitly restarted refined Arnoldi algorithm
- Restarted block Lanczos bidiagonalization methods
- The convergence of harmonic Ritz values, harmonic Ritz vectors and refined harmonic Ritz vectors
- The refined harmonic Arnoldi method and an implicitly restarted refined algorithm for computing interior eigenpairs of large matrices
Cited in
(9)- On computing the minimum singular value of a tensor sum
- On the tripling algorithm for large-scale nonlinear matrix equations with low rank structure
- Computing the smallest singular triplets of a large matrix
- A Lanczos bidiagonalization algorithm for Hankel matrices
- An implicitly restarted Lanczos bidiagonalization method with refined vector
- On inner iterations of Jacobi-Davidson type methods for large SVD computations
- Harmonic multi-symplectic Lanczos algorithm for quaternion singular triplets
- Thick restarting the weighted harmonic Golub-Kahan-Lanczos algorithm for the linear response eigenvalue problem
- An implicitly restarted block Lanczos bidiagonalization method using Leja shifts
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