Date of Original Version
New restarted Lanczos bidiagonalization methods for the computation of a few of the largest or smallest singular values of a large matrix are presented. Restarting is carried out by augmentation of Krylov subspaces that arise naturally in the standard Lanczos bidiagonalization method. The augmenting vectors are associated with certain Ritz or harmonic Ritz vectors. Computed examples show the new methods to be competitive with available schemes.
Baglama, J., & Reichel, L. (2005). Augmented Implicitly Restarted Lanczos Bidiagonalization Methods. SIAM J. Sci. Comput., 27(1), 19-42. doi: 10.1137/04060593X
Available at: https://doi.org/10.1137/04060593X