Computation of the fundamental singular subspace of a large matrix
โ Scribed by B. Philippe; M. Sadkane
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 921 KB
- Volume
- 257
- Category
- Article
- ISSN
- 0024-3795
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โฆ Synopsis
We compare the block Lanezos 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.
๐ SIMILAR VOLUMES
For singular systems, i.e. for systems of the form Ek = Ax + Bu, with E singular, the problem of computing the transfer function matrix has been studied. An algorithm is developed which is similar to the corresponding algorithm proposed by Faddeev or Leverrierfor regular Systems. The present results