论文信息 - A Block Lanczos Method for Computing the Singular Values and Corresponding Singular Vectors of a Matrix

A Block Lanczos Method for Computing the Singular Values and Corresponding Singular Vectors of a Matrix

We present a block Lanczos method to compute the largest singular values and corresponding left and right singular vectors of a large sparse matrix. Our algorithm does not transform the matrix A but accesses it only through a user-supplied routine which computes AX or $A^t$X for a given matrix X. This paper also includes a thorough discussion of the various ways to compute the singular value decomposition of a banded upper triangular matrix; this problem arises as a subproblem to be solved during the block Lanczos procedure.

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