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MathGroup Archive 2007

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Re: How to set SVD options?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg74712] Re: How to set SVD options?
  • From: Peter Pein <petsie at dordos.net>
  • Date: Sun, 1 Apr 2007 04:21:16 -0400 (EDT)
  • References: <eukvm8$6tg$1@smc.vnet.net>

renormalize at hotmail.com schrieb:
> 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
> 
> 

Hi Ron,

this link might be helpfull:

http://documents.wolfram.com/mathematica/Built-inFunctions/AdvancedDocumentation/LinearAlgebra/LinearAlgebraInMathematica/MatrixComputations/EigensystemComputations/AdvancedDocumentationLinearAlgebra3.3.4.html

or, in the help browser click on Advanced Documentation, Matrix Computations,
Eigensystem Computations, Methods, Arnoldi

Peter


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