A Block Lanczos Method for Computing the Singular Values and Corresponding Singular Vectors of a Matrix
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TL;DR
A block Lanczos method is presented to compute the largest singular values and corresponding left and right singular vectors of a large sparse matrix to solve the singular value decomposition of a banded upper triangular matrix.
Abstract
article Free AccessA Block Lanczos Method for Computing the Singular Values and Corresponding Singular Vectors of a Matrix Authors: Gene H. Golub Department of Computer Science, Cornell University, Ithaca, NY Department of Computer Science, Cornell University, Ithaca, NYView Profile , Franklin T. Luk Department of Computer Science, Cornell University, Ithaca, NY Department of Computer Science, Cornell University, Ithaca, NYView Profile , Michael L. Overton Courant Institute of Mathematical Sciences, New York University, New York Courant Institute of Mathematical Sciences, New York University, New YorkView Profile Authors Info & Claims ACM Transactions on Mathematical SoftwareVolume 7Issue 2pp 149–169https://doi.org/10.1145/355945.355946Published:01 June 1981Publication History 93citation1,711DownloadsMetricsTotal Citations93Total Downloads1,711Last 12 Months238Last 6 weeks38 Get Citation AlertsNew Citation Alert added!This alert has been successfully added and will be sent to:You will be notified whenever a record that you have chosen has been cited.To manage your alert preferences, click on the button below.Manage my AlertsNew Citation Alert!Please log in to your account Save to BinderSave to BinderCreate a New BinderNameCancelCreateExport CitationPublisher SiteeReaderPDF