Lanczos, Householder transformations, and implicit deflation for fast and reliable dominant singular subspace computation
From MaRDI portal
Publication:4814584
DOI10.1002/nla.240zbMath1051.65042OpenAlexW1984710842MaRDI QIDQ4814584
Publication date: 7 September 2004
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nla.240
numerical examplessingular value decompositionLanczos methodsparse matricesdeflationQR factorizationHouseholder transformationsdominant singular subspace
Computational methods for sparse matrices (65F50) Numerical solutions to overdetermined systems, pseudoinverses (65F20)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The partial total least squares algorithm
- Accuracy and effectiveness of the Lanczos algorithm for the symmetric eigenproblem
- Towards a black box Lanczos program
- Fast computation of the principal singular vectors of Toeplitz matrices arising in exponential data modelling
- Low-rank revealing \(UTV\) decompositions
- Accuracy of TSVD solutions computed from rank-revealing decompositions
- Approximating dominant singular triplets of large sparse matrices via modified moments
- The Singular Value Decomposition in Product Form
- The WY Representation for Products of Householder Matrices
- On the Rates of Convergence of the Lanczos and the Block-Lanczos Methods
- Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
- Estimating the Largest Eigenvalue by the Power and Lanczos Algorithms with a Random Start
- Low‐rank revealing QR factorizations
- Using Linear Algebra for Intelligent Information Retrieval