
SVD AND SIGNAL PROCESSING, III
Algorithms, Architectures and Applications
M. Moonen and B. De Moor (Editors)
9 1995 Elsevier Science B.V. All rights reserved.
21
IMPLICITLY RESTARTED ARNOLDI/LANCZOS METHODS
AND LARGE SCALE SVD APPLICATIONS
D.C. SORENSEN
Department of Computational and Applied Mathematics
Rice University
P. O. Box 1892
Houston, TX 77251
sorensen @rice. edu
ABSTRACT. Implicit restarting is a technique for combining the implicitly shifted QR
mechanism with a k-step Arnoldi or Lanczos factorization to obtain a truncated form of
the implicitly shifted QR-iteration for eigenvalue problems. The software ...