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Computation of the singular subspace associated with the smallest singular values of large matrices

Bernard Philippe 1 Miloud Sadkane 1
1 ALADIN - Algorithms Adapted to Intensive Numerical Computing
IRISA - Institut de Recherche en Informatique et Systèmes Aléatoires, INRIA Rennes
Abstract : We compare the block-Lanczos and the Davidson methods for computing a basis of a singular subspace associated with the smallest singular values of large matrices. We introduce a simple modification on the preconditioning step of Davidson's method which appears to be efficient on a range of large sparse matrices.
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https://hal.inria.fr/inria-00074608
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Submitted on : Wednesday, May 24, 2006 - 3:53:35 PM
Last modification on : Friday, February 4, 2022 - 3:24:18 AM
Long-term archiving on: : Monday, April 5, 2010 - 12:12:05 AM

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  • HAL Id : inria-00074608, version 1

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Bernard Philippe, Miloud Sadkane. Computation of the singular subspace associated with the smallest singular values of large matrices. [Research Report] RR-2064, INRIA. 1993. ⟨inria-00074608⟩

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