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From Jake Mannix <>
Subject Re: Making Very Large-Scale Linear Algebraic Computations Possible Via Randomization
Date Fri, 25 Sep 2009 19:21:51 GMT
On Fri, Sep 25, 2009 at 12:11 PM, Ted Dunning <> wrote:

a) the random vectors are multiplied by A simultaneously rather than
> sequentially as in Lanczos
> b) no risk of losing orthgonality

I haven't read the papers in detail yet, have you seen how these two points
done?  In a parallel environment, how do you maintain orthogonality while
for multiple projection directions?  Whats to keep you from finding the same


d) it looks like it is possible to compute the decomposition in one or two
> passes over A.  This point alone is huge

Yeah, that is huge!


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