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Restarted block Lanczos bidiagonalization methods

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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.

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Authors and Affiliations

  1. Department of Mathematics, University of Rhode Island, Kingston, RI, 02881, USA

    James Baglama

  2. Department of Mathematical Sciences, Kent State University, Kent, OH, 44242, USA

    Lothar Reichel

Authors
  1. James Baglama
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  2. Lothar Reichel
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Correspondence to James Baglama.

Additional information

Research supported in part by NSF grant DMS-0107858, NSF grant DMS-0311786, and an OBR Research Challenge Grant.

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Baglama, J., Reichel, L. Restarted block Lanczos bidiagonalization methods. Numer Algor 43, 251–272 (2006). https://doi.org/10.1007/s11075-006-9057-z

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  • DOI: https://doi.org/10.1007/s11075-006-9057-z

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