Lanczos算法
正交化
预处理程序
广义最小残差法
特征向量
算法
计算机科学
Krylov子空间
作者
James Baglama,Lothar Reichel
摘要
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.
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