Talk:Lanczos algorithm: Difference between revisions

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== problematic matrix decomposition ==
 
In the section "Power method for finding eigenvalues", the matrix A is represented as <math>A=U\text{diag}(\sigma_i)U'</math>, which is true only for normal matrices. For the general case, SVD decomposition should be used, i.e. <math>A=U\text{diag}(\sigma_i)V'</math> where U and V are some orthogonal matrices. <small class="autosigned">—&nbsp;Preceding [[Wikipedia:Signatures|unsigned]] comment added by [[Special:Contributions/89.139.52.157|89.139.52.157]] ([[User talk:89.139.52.157|talk]]) 12:14, 24 April 2016 (UTC)</small><!-- Template:Unsigned IP --> <!--Autosigned by SineBot-->