Computation of the Singular Subspace Associated with the Smallest Singular Values of Large Matrices Bernard Philippe and Miloud Sadkane
نویسنده
چکیده
We compare the block-Lanczos and the Davidson methods for computing a basis of a singular subspace associated with the smallest singular values of large matrices. We introduce a simple modiication on the preconditioning step of Davidson's method which appears to be eecient on a range of large sparse matrices. Calcul du sous espace singulier associ e aux plus petites valeurs singuli eres de matrices creuses de grande taille R esum e : Nous comparons la m ethode de Lanczos par blocs et la m e-thode de Davidson pour calculer le sous-espace singulier associ e aux plus petites valeurs singuli eres de matrices creuses de grande taille. Nous intro-duisons une modiication sur la m ethode de Davidson qui se r ev ele eecace par rapport aux deux m ethodes pr ec edentes.
منابع مشابه
Computation of the Singular Subspace Associated With the Smallest Singular Values of Large Matrices
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