A Krylov-Schur approach to the truncated SVD
Computing a small number of singular values is required in many practical applications and it is therefore desirable to have efficient and robust methods that can generate such truncated singular value decompositions. A new method based on the Lanczos bidiagonalization and the Krylov-Schur method is...
| Main Author: | |
|---|---|
| Format: | Report |
| Published: |
Unspecified
2008
|