## Truncated SVD … how?

This question has been bothering me off and on for several months now: how *exactly* is the truncated SVD computed, and what is the cost? I’ve gathered that most methods are based on Krylov subspaces, and that implicitly restarted Arnoldi processes seem to be the most popular proposal … in what miniscule amount of literature … Continue reading Truncated SVD … how?