Re: How to set SVD options?
- To: mathgroup at smc.vnet.net
- Subject: [mg74711] Re: How to set SVD options?
- From: Jean-Marc Gulliet <jeanmarc.gulliet at gmail.com>
- Date: Sun, 1 Apr 2007 04:20:46 -0400 (EDT)
- Organization: The Open University, Milton Keynes, UK
- References: <eukvm8$6tg$1@smc.vnet.net>
renormalize 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
>
>
Hi Ron,
The following document [1] might be of some help.
In[1]:=
Options[SingularValueList]
Out[1]=
{Method -> Automatic, Tolerance -> Automatic}
Regards,
Jean-Marc
[1] "Built-in Functions / Advanced Documentation / Linear Algebra /
Linear Algebra in Mathematica / Matrix Computations / Eigensystem
Computations / Methods"
http://documents.wolfram.com/mathematica/Built-inFunctions/AdvancedDocumentation/LinearAlgebra/LinearAlgebraInMathematica/MatrixComputations/EigensystemComputations/AdvancedDocumentationLinearAlgebra3.3.4.html