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A Block Lanczos Method for Computing the Singular Values and Corresponding Singular Vectors of a Matrix
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Volume 7 ,  Issue 2  (June 1981) table of contents
Pages: 149 - 169  
Year of Publication: 1981
ISSN:0098-3500
Authors
Gene H. Golub  Department of Computer Science, Cornell University, Ithaca, NY
Franklin T. Luk  Department of Computer Science, Cornell University, Ithaca, NY
Michael L. Overton  Courant Institute of Mathematical Sciences, New York University, New York
Publisher
ACM  New York, NY, USA
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REFERENCES
 
1
CULLUM, J. The simultaneous computation of a few algebraically largest and smallest elgenvalues of a large, sparse, symmetric matrix. Rep. RC 6827, IBM Thomas J. Watson Research Center, Yorktown Heights, NY, 1977.
 
2
CULLUM, J., AND DONATH, W.E. A block Lanczos algorithm for computing the q algebraically largest eigenvalues and a corresponding eigenspace of large, sparse, real symmetric matmces. In Proc. 1974 IEEE Conf on Decas~on and Control, Phoenix, Ariz., 1974, pp. 505-509.
 
3
CULLUM, J., AND WILLOUGHBY, R.A. Computing singular values and corresponding singular vectors of large matrices by Lanczos tridiagonalization. Rep. RC 8200, IBM Thomas J. Watson Research Center, Yorktown Heights, NY, 1980.
 
4
GENTLEMAN, W.M. Least squares computations by Givens transformations w~thout square roots. JIMA 12 (1973), 329-336.
 
5
GOLUB, G H, AND KAHAN, W Calculating the singular values and pseudo-inverse of a matrix. SIAM J. Numer Anal. 2 (1965), 205-224.
 
6
GOLUB, G.H., AND LUK, F T. Singular value decomposition: Apphcations and computations. ARO Rep. 77-1, in Trans. 22nd Conf. of Army Mathematw~ans, 1977, pp. 577-605.
 
7
 
8
GOLUB, G.H., AND REINSCH, C Singular value decomposition and least squares solutions. Numer. Math. 14 (1970), 403-420.
 
9
GOLUB, G H., AND UNDERWOOD, R. The block Lanczos method for computing elgenvalues. In Mathematical Software III, J.R. Rice (Ed.), Academic Press, New York, 1977, pp. 361-377.
 
10
LANCZOS, C L~near D~fferential Operators Van Nostrand, London, 1961.
 
11
 
12
ORTEGA, J.M. Numerical Analys~s: A Second Course Academic Press, New York, 1972.
 
13
PAIGE, C.C Bidiagonahzation of matrices and solution of hnear equations. SIAM J. Numer. Anal. 11 (1974), 197-209.
 
14
 
15
RUHE, A. Implementation aspects of band Lanczos algorithms for computation of elgenvalues of large sparse symmetric matrices Rep., Dep of Mathematics, Umv. California, San Diego, Feb. 1978.
 
16
RUTISHAUSER, H. On Jacobi rotation patterns. In Proc. Syrup. Applled Math, vol. 15, 1963, pp. 219-239.
 
17
STEWART, G W. Error and perturbation bounds for subspaces associated with certain elgenvalue problems. SIAM Rev 15 (1973), 727-764
 
18
 
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Collaborative Colleagues:
Gene H. Golub: colleagues
Franklin T. Luk: colleagues
Michael L. Overton: colleagues

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}, address = {New York, NY, USA}, author = {Golub, Gene H. and Luk, Franklin T. and Overton, Michael L.}, doi = {http://doi.acm.org/10.1145/355945.355946}, interhash = {b7d43137dfaa6351fc838c5c7a459a9f}, intrahash = {b6f719ab6d3027ab9967e80edd140959}, issn = {0098-3500}, journal = {ACM Trans. Math. Softw.}, number = 2, pages = {149--169}, publisher = {ACM}, title = {A Block Lanczos Method for Computing the Singular Values and Corresponding Singular Vectors of a Matrix}, url = {http://portal.acm.org/citation.cfm?id=355945.355946}, volume = 7, year = 1981 }