Ok, thank you, Ted. The reason i am actually asking is fold-in jobs in LSI which are basically very similar operation (multiplication + scaling). Because if you could do it with DRM method, i would just need to describe what to call or run. Sorry for the offtopic.
-Dmitriy On Fri, Feb 25, 2011 at 1:05 PM, Ted Dunning <[email protected]> wrote: > 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. >
