Augmented Implicitly Restarted Lanczos Bidiagonalization Methods
نویسندگان
چکیده
منابع مشابه
Augmented Implicitly Restarted Lanczos Bidiagonalization Methods
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 ne...
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A matrix-free algorithm, IRLANB, for the efficient computation of the smallest singular triplets of large and possibly sparse matrices is described. Key characteristics of the approach are its use of Lanczos bidiagonalization, implicit restarting, and harmonic Ritz values. The algorithm also uses a deflation strategy that can be applied directly on Lanczos bidiagonalization. A refinement postpr...
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We describe the development of a method for the efficient computation of the smallest singular values and corresponding vectors for large sparse matrices [4]. The method combines state-of-the-art techniques that make it a useful computational tool appropriate for large scale computations. The method relies upon Lanczos bidiagonalization (LBD) with partial reorthogonalization [6], enhanced with ...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2005
ISSN: 1064-8275,1095-7197
DOI: 10.1137/04060593x