I think that lanczos may already do this. The correction for the diagonal matrix just involves weighting the output rows as they are produced. I don't know that is in any explicit code. You may not even want it if you want to get scaled left (right) eigenvectors.
On Fri, Feb 25, 2011 at 11:22 AM, Dmitriy Lyubimov <[email protected]>wrote: > Or lanczos solver already supports this as an optional operation? > > On Fri, Feb 25, 2011 at 11:08 AM, Dmitriy Lyubimov <[email protected] > >wrote: > > > Ted, > > > > What's the DRM operation that might do A*U' Sigma^-0.5 in one pass? I > think > > you can do A*U' but how do you add the correction for the diagonal one? > > > > Thanks. > > > > On Fri, Feb 25, 2011 at 10:38 AM, Ted Dunning <[email protected] > >wrote: > > > >> No. > >> > >> > > >
