SSVD is very probably better than Lanczos for any large decomposition.
 That said, it does SVD, not eigen decomposition which means that the
question of symmetrical matrices or positive definiteness doesn't much
matter.

Do you really need eigen-decomposition?



On Tue, Feb 11, 2014 at 2:55 PM, peng <pc...@uowmail.edu.au> wrote:

> Just asking for possible replacement of our Lanczos-based PageRank
> implementation. - Peng
>

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