Need reference/description of Lanczos Method for SVD with sufficient details so that I implement it. I am only looking for a procedural description, its ok if the theorems/proofs are lacking but it must have all the details without glossing over any of the stuff I would need to write code for it.
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closed as too localized by S. Carnahan♦ Aug 1 2010 at 13:34 |
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@article{golub1965calculating, title={{Calculating the singular values and pseudo-inverse of a matrix}}, author={Golub, G. and Kahan, W.}, journal={Journal of the Society for Industrial and Applied Mathematics: Series B, Numerical Analysis}, pages={205--224}, year={1965}, publisher={JSTOR} } @article{larsen-propack, title={{PROPACK: A software package for the symmetric eigenvalue problem and singular value problems on Lanczos and Lanczos bidiagonalization with partial reorthogonalization, SCCM}}, author={Larsen, RM}, journal={URL http://soi. stanford. edu/rmunk/PROPACK} } |
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