What is the algorithm used by svds function?

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Hojjat Haghshenas Lari
评论： Christine Tobler 2018-10-12
Hi, I want to compare the speed of a truncated SVD code with Lanczos Bidiagonalization method. In my search I realized that MATLAB SVDS code has two referrences to two of the works on Lanczos Bidiagonalization method. Can anyone tell me if SVDS uses Lanczos Bidiagonalization method? I need to be sure to start comparing my code with it.

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Bruno Luong
Bruno Luong 2018-10-12
svds is a MATFILE and it calls different methods depending on your inputs. You might step over and see if matlab.internal.math.LanczosBD is invoked.
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Christine Tobler
Christine Tobler 2018-10-12
If you type "edit svds", some papers are cited just after the help section.

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