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There is a paper about Non-Symmetric Lanczos' algorithm |
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[[User:Felipebm|Felipebm]] ([[User talk:Felipebm|talk]]) 13:34, 17 May 2011 (UTC)
== 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.
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