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Thread: Testing Accuracy of Tridiagonal Matrix Computation

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    Testing Accuracy of Tridiagonal Matrix Computation

    So I implemented a lanczos algorithm which tridiagonalizes a real symmetric matrix. However, I don't know if my result is accurate. How would I be able to test if the algorithm is working correctly?

    Edit: One other question. If you tridiagonalize a matrix, then compute the Singular Value Decomposition, then re-compute the matrix with say 'k' singular values, isn't the resulting matrix going to also be tridiagonalized? In which case, how can you apply the SVD of a tridiagonal matrix back to the original matrix?
    Last edited by senorbum; 07-09-2008 at 10:30 AM.

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