Restarted block Lanczos bidiagonalization methods

Abstract. The problem of computing a few of the largest or smallest singular values and associated singular vectors of a large matrix arises in many applications. This paper describes restarted block Lanczos bidiagonalization methods based on augmentation of Ritz vectors or harmonic Ritz vectors by block Krylov subspaces. Key words. partial singular value decomposition, restarted iterative method, implicit shifts, augmentation. AMS subject classifications. 65F15, 15A18

• Type: Journal
• Year: 2006
• Where: NA
• Authors: James Baglama, Lothar Reichel
• Keywords: Associated Singular Vectors, NA 2006, Ritz Vectors, Smallest Singular Values