ACM Transactions on Mathematical Software · 1981 · 144 citations · 10 references
ComputingComputer ScienceAlgorithmsParallel ComputingScientific ComputingIterative SolversMatrix ComputationNumerical AlgorithmsNumerical AnalysisNumerical Linear AlgebraNumerical Methods For Differential EquationsComputational Matrix TheoryEigenvalue AlgorithmsSingular Value AnalysisSingular Value DecompositionSingular VectorsSparse Matrix Computation
We present a block Lanczos method for computing the greatest singular values and associated vectors of a large and sparse matrix, say A. Our algorithm does not transform A but accesses it through a user-supplied routine that computes the product AX or A tX for a given matrix X.
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The Algebraic Eigenvalue Problem
E. I., J. H. Wilkinson · Mathematics of Computation · 1966 · 5.2K citations