Last updated in June 2023

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Singular Values

The routines trrsvds.m and rd2svds.m are MATLAB programs for computing a few singular triplets of an $m \times n$ matrix $A$ that implement Algorithm 4 and Algorithm 5, respectively, from the paper Hybrid Iterative Refined Restarted Lanczos Bidiagonalization Method.
trrsvds.m is a hybrid restarted Lanczos bidiagonalization method using thick-restarting and restarting with a linear combination to compute the $k$ largest (or smallest) singular values and associated singular vectors.
rd2svds.m is a restarted Lanczos bidiagonalization method using deflation to compute the $k$ largest singular values and associated vectors.