Numerical Algorithms

, Volume 13, Issue 1, pp 123–152

Approximating dominant singular triplets of large sparse matrices via modified moments

  • Sowmini Varadhan
  • Michael W. Berry
  • Gene H. Golub

DOI: 10.1007/BF02143130

Cite this article as:
Varadhan, S., Berry, M.W. & Golub, G.H. Numer Algor (1996) 13: 123. doi:10.1007/BF02143130


A procedure for determining a few of the largest singular values and corresponding singular vectors of large sparse matrices is presented. Equivalent eigensystems are solved using a technique originally proposed by Golub and Kent based on the computation of modified moments. The asynchronicity in the computations of moments and eigenvalues makes this method attractive for parallel implementations on a network of workstations. Although no obvious relationship between modified moments and the corresponding eigenvectors is known to exist, a scheme to approximate both eigenvalues and eigenvectors (and subsequently singular values and singular vectors) has been produced. This scheme exploits both modified moments in conjunction with the Chebyshev semi-iterative method and deflation techniques to produce approximate eigenpairs of the equivalent sparse eigensystems. The performance of an ANSI-C implementation of this scheme on a network of UNIX workstations and a 256-processor Cray T3D is presented.


Chebyshev semi-iterative methodmodified momentssingular value decompositionsparse matrices

AMS subject classification


Copyright information

© J.C. Baltzer AG, Science Publishers 1996

Authors and Affiliations

  • Sowmini Varadhan
    • 1
  • Michael W. Berry
    • 1
  • Gene H. Golub
    • 2
  1. 1.Department of Computer ScienceUniversity of TennesseeKnoxvilleUSA
  2. 2.Department of Computer ScienceStanford UniversityStanfordUSA