What is the algorithm used by svds function?

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 年 10 月 12 日

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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.

4 件のコメント

Hojjat Haghshenas Lari
Hojjat Haghshenas Lari 2018 年 10 月 12 日
Thanks, but would you please explain how?
Bruno Luong
Bruno Luong 2018 年 10 月 12 日
編集済み: Bruno Luong 2018 年 10 月 12 日
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().
Hojjat Haghshenas Lari
Hojjat Haghshenas Lari 2018 年 10 月 12 日
Thanks for the answer.
Christine Tobler
Christine Tobler 2018 年 10 月 12 日
If you type "edit svds", some papers are cited just after the help section.

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