Computing smallest singular triplets with implicitly restarted Lanczos bidiagonalization
نویسندگان
چکیده
منابع مشابه
Computing smallest singular triplets with implicitly restarted Lanczos bidiagonalization
A matrix-free algorithm, IRLANB, for the efficient computation of the smallest singular triplets of large and possibly sparse matrices is described. Key characteristics of the approach are its use of Lanczos bidiagonalization, implicit restarting, and harmonic Ritz values. The algorithm also uses a deflation strategy that can be applied directly on Lanczos bidiagonalization. A refinement postpr...
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We describe the development of a method for the efficient computation of the smallest singular values and corresponding vectors for large sparse matrices [4]. The method combines state-of-the-art techniques that make it a useful computational tool appropriate for large scale computations. The method relies upon Lanczos bidiagonalization (LBD) with partial reorthogonalization [6], enhanced with ...
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The harmonic Lanczos bidiagonalization method can be used to compute the smallest singular triplets of a large matrix A. We prove that for good enough projection subspaces harmonic Ritz values converge if the columns of A are strongly linearly independent. On the other hand, harmonic Ritz values may miss some desired singular values when the columns of A are almost linearly dependent. Furthermo...
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New restarted Lanczos bidiagonalization methods for the computation of a few of the largest or smallest singular values of a large matrix are presented. Restarting is carried out by augmentation of Krylov subspaces that arise naturally in the standard Lanczos bidiagonalization method. The augmenting vectors are associated with certain Ritz or harmonic Ritz vectors. Computed examples show the ne...
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ژورنال
عنوان ژورنال: Applied Numerical Mathematics
سال: 2004
ISSN: 0168-9274
DOI: 10.1016/j.apnum.2003.11.011