Lanczos Bidiagonalization With Partial Reorthogonalization
نویسنده
چکیده
منابع مشابه
A Robust and Efficient Parallel SVD Solver Based on Restarted Lanczos Bidiagonalization
Lanczos bidiagonalization is a competitive method for computing a partial singular value decomposition of a large sparse matrix, that is, when only a subset of the singular values and corresponding singular vectors are required. However, a straightforward implementation of the algorithm has the problem of loss of orthogonality between computed Lanczos vectors, and some reorthogonalization techn...
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