An algorithm for computing singular values of large matrices for use in the analysis of large systems
Jane K. Cullum, Ralph A. Willoughby · 1981
An algorithm for computing a few or many of the singular values (and a few of the corresponding singular vectors) of large matrices is presented. If the matrices under consideration are sparse, then this procedure has storage requirements that increase only linearly with the order of the matrix. Such an algorithm may prove useful in sensitivity and stability analyses of very large systems.