Calculating singular values using svds_err
Leslie V. Foster · 2009
The routine svds_err is a minor modification of Matlab’s svds. Matlab’s svds calculates a few singular values and (optionally) singular vectors using Matlab’s eigs applied to B = [0 A; A' 0]. The routine svds_err also provides error bounds on the calculated singular values. This is done by using the bounds contained in, for example, Theorem 5.5, p. 205, Applied Numerical Linear Algebra, (SIAM Press, 1997) by James Demmel.