COMPUTATION OF THE FUNDAMENTAL SINGULAR SUBSPACE OF A LARGE MATRIX

摘要

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. (C) Elsevier Science Inc., 1997. [References: 16]