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A Refined Harmonic Lanczos Bidiagonalization Method and an Implicitly Restarted Algorithm for Computing the Smallest Singular Triplets of Large Matrices
The harmonic Lanczos bidiagonalization method can be used to compute the smallest singular triplets of a large matrix A. We prove that for good enough projection subspaces harmonic Ritz values converge if the columns of A are strongly linearly independent. On the other hand, harmonic Ritz values may miss some …