So I implemented a tridiagonalization algorithm, however I don't know if the result that I am receiving is accurate. Does anyone know of an easy way of testing this? I suppose it is possible to scour around for code, but it would be difficult to find matching code. So if anyone knows anything that could help me, that would be much appreciated!(adsbygoogle = window.adsbygoogle || []).push({});

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?

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# Testing a Lanczos (tridiagonalization) algorithm

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