BIB-VERSION:: CS-TR-v2.0
          ID:: STAN//CS-TR-77-635
       ENTRY:: June 28, 1995
ORGANIZATION:: Stanford University, Department of Computer Science
       TITLE:: A block Lanczos method to compute the singular values and
               corresponding singular vectors of a matrix
        TYPE:: Technical Report
      AUTHOR:: Golub, Gene H.
      AUTHOR:: Luk, Franklin T.
      AUTHOR:: Overton, Michael L.
        DATE:: October 1977
       PAGES:: 86
    ABSTRACT:: We present a block Lanczos method to compute the largest
               singular values and corresponding left and right singular
               vectors of a large sparse matrix. Our algorithm does not
               transform the matrix A but accesses it only through a
               user-supplied routine which computes AX or $A^t$X for a given
               matrix X.

               This paper also includes a thorough discussion of the various
               ways to compute the singular value decomposition of a banded
               upper triangular matrix; this problem arises as a subproblem
               to be solved during the block Lanczos procedure.
       NOTES:: [Adminitrivia V1/Prg/19950628]
         END:: STAN//CS-TR-77-635