A harmonic Lanczos bidiagonalization method for computing interior singular triplets of large matrices

DOI10.1016/J.AMC.2012.01.013zbMATH Open1246.65065arXiv1001.3258OpenAlexW1973321137MaRDI QIDQ433291FDOQ433291

Authors: Datian Niu, Xuegang Yuan 

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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zbMATH Keywords

singular value decompositionalgorithmnumerical experimentsharmonic Lanczos bidiagonalization methodharmonic shiftsimplicit restarting techniqueLanczos bidiagonalization processRayleigh quotient matrixsingular triplets

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Cites Work

• Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
• Restarted block Lanczos bidiagonalization methods
• Title not available (Why is that?)
• The convergence of harmonic Ritz values, harmonic Ritz vectors and refined harmonic Ritz vectors
• Augmented Implicitly Restarted Lanczos Bidiagonalization Methods
• An Implicitly Restarted Refined Bidiagonalization Lanczos Method for Computing a Partial Singular Value Decomposition
• A harmonic restarted Arnoldi algorithm for calculating eigenvalues and determining multiplicity
• A robust and efficient parallel SVD solver based on restarted Lanczos bidiagonalization
• Polynomial characterizations of the approximate eigenvectors by the refined Arnoldi method and an implicitly restarted refined Arnoldi algorithm
• The refined harmonic Arnoldi method and an implicitly restarted refined algorithm for computing interior eigenpairs of large matrices
• Computing smallest singular triplets with implicitly restarted Lanczos bidiagonalization
• A refined harmonic Lanczos bidiagonalization method and an implicitly restarted algorithm for computing the smallest singular triplets of large matrices
• Implicitly Restarted GMRES and Arnoldi Methods for Nonsymmetric Systems of Equations
• Low-Rank Matrix Approximation Using the Lanczos Bidiagonalization Process with Applications
• A Block Lanczos Method for Computing the Singular Values and Corresponding Singular Vectors of a Matrix
• An implicit shift bidiagonalization algorithm for ill-posed systems

Cited In (9)

• Computing the smallest singular triplets of a large matrix
• On the tripling algorithm for large-scale nonlinear matrix equations with low rank structure
• On inner iterations of Jacobi-Davidson type methods for large SVD computations
• An implicitly restarted Lanczos bidiagonalization method with refined vector
• 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

Uses Software

• eigs
• PROPACK
• IRAM
• na26

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