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MathGroup Archive 2007

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Re: How to set SVD options?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg74716] Re: How to set SVD options?
  • From: "Szabolcs" <szhorvat at gmail.com>
  • Date: Sun, 1 Apr 2007 04:23:19 -0400 (EDT)
  • References: <eukvm8$6tg$1@smc.vnet.net>

On Mar 31, 8:39 am, renormal... at hotmail.com wrote:
> My attempt to apply SingularValueList[] to a large matrix in
> Mathematica 5.2 generates the message:
>
> SingularValueList::maxit2: Maximum number of iterations, 1000, has
> been
> reached by the Arnoldi algorithm without convergence to the specified
> tolerance, but the current best computed value has been returned.  You
> can
> use method options with Method->{Arnoldi, opts} to increase the basis
> size or
> the maximum number of iterations, reduce the tolerance, or use an
> estimate as
> a shift, any of which may help.
>
> The only option I can find listed in the online documentation for
> SingularValueList and SingularValueDecomposition is the Tolerance
> value for chopping small singular values to zero.
>
> Where can I find Mathematica documentation detailing how and why to
> set SVD/Arnoldi options like:  convergence tolerance, maximum
> iterations, basis size, shift, etc.?
>
> Thanks,
> Ron

Go to Built-in functions -> Advanced Documentation -> Linear Algebra -
> Linear Algebra in Mathematica -> Matrix Computations -> Eigensystem
Computations -> Methods -> Arnoldi in the Help Browser. You will find
what you are looking for there.



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