Augmented implicitly restarted Lanczos bidiagonalization methods
Augmented implicitly restarted Lanczos bidiagonalization methods
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DOI：
10.1137/04060593x
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发表时间：
2005-01-01
影响因子：
3.1
通讯作者：
Reichel, L
中科院分区：
文献类型：
--
作者：
Baglama, J;Reichel, L
提出了计算大型矩阵的几个最大或最小奇异值的新的重新启动的Lanczos双对角化方法。重新开始是通过扩充标准Lanczos双对角化方法中自然产生的Krylov子空间来实现的。增广向量与某些Ritz或调和Ritz向量相关联。算例表明，新方法与已有方案相比具有较强的竞争力。
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.