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From Ted Dunning <ted.dunn...@gmail.com>
Subject Re: [math] Status of MATH-327?
Date Fri, 19 Mar 2010 17:57:40 GMT
See
http://www.amazon.com/Computations-Hopkins-Studies-Mathematical-Sciences/dp/0801854148for
the best treatment of this that I know.

This is particularly handy in converting Lanczos' algorithm from computing
partial eigenvector decompositions into an algorithm for partial SVD.  This
adjoint approach is particular handy for sparse conditions because adjoining
with a zero matrix is pretty much free.

On Fri, Mar 19, 2010 at 4:12 AM, Dimitri Pourbaix
<pourbaix@astro.ulb.ac.be>wrote:

> Thanks. Never seen that approach but it is mathematically equivalent
> indeed.  I will try it.
>

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