Augmented Implicitly Restarted Lanczos Bidiagonalization Methods
Copyright policy )Augmented Implicitly Restarted Lanczos Bidiagonalization Methods
Summary: 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 new methods to be competitive with available schemes.
- University System of Ohio United States
- University of Rhode Island United States
- Kent State University United States
Iterative numerical methods for linear systems, numerical examples, Numerical solutions to overdetermined systems, pseudoinverses, partial singular value decomposition, large-scale computation, harmonic Ritz vectors, singular value computation, 510, Krylov subspace method, Computational methods for sparse matrices, iterative method, large sparse matrix, restarted Lanczos bidiagonalization methods
Iterative numerical methods for linear systems, numerical examples, Numerical solutions to overdetermined systems, pseudoinverses, partial singular value decomposition, large-scale computation, harmonic Ritz vectors, singular value computation, 510, Krylov subspace method, Computational methods for sparse matrices, iterative method, large sparse matrix, restarted Lanczos bidiagonalization methods
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