I don't think we have a single method for this, but it would be very easy to implement.
On Fri, Feb 25, 2011 at 1:21 PM, Dmitriy Lyubimov <[email protected]> wrote: > 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. > > >
