See http://www.amazon.com/Computations-Hopkins-Studies-Mathematical-Sciences/dp/0801854148for the best treatment of this that I know.
This is particularly handy in converting Lanczos' algorithm from computing partial eigenvector decompositions into an algorithm for partial SVD. This adjoint approach is particular handy for sparse conditions because adjoining with a zero matrix is pretty much free. On Fri, Mar 19, 2010 at 4:12 AM, Dimitri Pourbaix <pourb...@astro.ulb.ac.be>wrote: > Thanks. Never seen that approach but it is mathematically equivalent > indeed. I will try it. >
