The Lanczos algorithm with partial reorthogonalization

Lanczos Bidiagonalization With Partial Reorthogonalization

The Lanczos Algorithm With Partial Reorthogonalization By Horst

The Lanczos algorithm is becoming accepted as a powerful tool for finding the eigenvalues and for solving linear systems of equations. Any practical implementation of the algorithm suffers however from roundoff errors, which usually cause the Lanczos vectors to lose their mutual orthogonality. In order to maintain some level of orthogonality, full reorthogonalization (FRO) and selective orthogo...

The Design of a Block Rational Lanczos Code with Partial Reorthogonalization and Implicit Restarting

We discuss the design and development of a new Fortran code EA16 for the computation of selected eigenvalues and eigenvectors of large-scale real symmetric eigenvalue problems. EA16 can be used for either the standard or the generalized eigenvalue problem. The underlying method used by EA16 is the block Lanczos method with partial reorthogonalization plus implicit restarting, combined with purg...

Performance Evaluation of Golub-Kahan-Lanczos Algorithm with Reorthogonalization by Classical Gram-Schmidt Algorithm and OpenMP

The Golub-Kahan-Lanczos algorithm with reorthogonalization (GKLR algorithm) is an algorithm for computing a subset of singular triplets for large-scale sparse matrices. The reorthogonalization tends to become a bottleneck of elapsed time, as the iteration number of the GKLR algorithm increases. In this paper, OpenMP-based parallel implementation of the classical Gram-Schmidt algorithm with reor...

Reorthogonalization for the Golub-Kahan-Lanczos bidiagonal reduction

The Golub–Kahan–Lanczos (GKL) bidiagonal reduction generates, by recurrence, the matrix factorization of X ∈ Rm×n,m ≥ n, given by X = U BV T where U ∈ Rm×n is left orthogonal, V ∈ Rn×n is orthogonal, and B ∈ Rn×n is bidiagonal. When the GKL recurrence is implemented in finite precision arithmetic, the columns of U and V tend to lose orthogonality, making a reorthogonalization strategy necessary...