Hi everyone, Sorry if I duplicate the question but I've been looking for an answer and I haven't found an explanation other than it's not being used (together with some other algorithms). If it's been discussed in depth before maybe you can point me to some link with the discussion.
I have successfully used Lanczos in several projects and it's been a surprise to me finding that the main reason (according to what I've read that might not be the full story) is that it's not being used. At the begining I supposed it was because SSVD is supposed to be much faster with similar results, but after making some tests I have found that running times are similar or even worse than lanczos for some configurations (I have tried several combinations of parameters, given child processes enough memory, etc. and had no success in running SSVD at least in 3/4 of time Lanczos runs, thouh they might be some combinations of parameters I have still not tried). It seems to be quite tricky to find a good combination of parameters for SSVD and I have seen also a precision loss in some examples that makes me not confident in migrating Lanczos to SSVD from now on (How far can I trust results from a combination of parameters that runs in significant less time, or at least a good time?). Can someone convince me that SSVD is actually a better option than Lanczos? (I'm totally willing to be convinced... :) ) Thank you very much in advance. Fernando.