Augmented implicitly restarted Lanczos bidiagonalization methods

被引：205

作者：

Baglama, J ^{[1
]}

Reichel, L

机构：

[1] Univ Rhode Isl, Dept Math, Kingston, RI 02881 USA

[2] Kent State Univ, Dept Math Sci, Kent, OH 44242 USA

来源：

SIAM JOURNAL ON SCIENTIFIC COMPUTING | 2005年 / 27卷 / 01期

关键词：

singular value computation; partial singular value decomposition; iterative method; large-scale computation;

D O I：

10.1137/04060593X

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：19 / 42

页数：24

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