What is the algorithm used by svds function?

2018 10 12
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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

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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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Thanks, but would you please explain how?
Bruno Luong
Bruno Luong 2018-10-12
编辑：Bruno Luong 2018-10-12
In command windows, type
edit svds
The search for "matlab.internal.math.LanczosBD" (there should be 2 instances)
then put a break point by clicking on "-" at left margin next to the line number.
Run your code that calls svds().
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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