This paper proposes a harmonic Lanczos bidiagonalization method for computing some interior singular triplets of large matrices. It is shown that the approximate singular triplets are convergent if a certain Rayleigh quotient matrix is uniformly bounded and the approximate singular values are well separated. Combining with the implicit restarting technique, we develop an implicitly restarted ha...

We investigate the performance characteristics of a numerically enhanced scalar product (dot) kernel loop that uses the Kahan algorithm to compensate for numerical errors, and describe efficient SIMD-vectorized implementations on recent Intel processors. Using low-level instruction analysis and the execution-cache-memory (ECM) performance model we pinpoint the relevant performance bottlenecks f...

We describe an extended bidiagonalization scheme designed to compute low-rank approximations of very large data matrices. Its goal is identical to that of the truncated singular value decomposition, but it is significantly cheaper. It consists in an extension of the standard Lanczos bidiagonalization that improves its approximation capabilities, while keeping the computational cost reasonable. ...

SUMMARY We investigate the performance characteristics of a numerically enhanced scalar product (dot) kernel loop that uses the Kahan algorithm to compensate for numerical errors, and describe efficient SIMD-vectorized implementations on recent multi-and manycore processors. Using low-level instruction analysis and the execution-cache-memory (ECM) performance model we pinpoint the relevant perf...