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From: "Bruno Luong" <b.luong@fogale.findmycountry>
Newsgroups: comp.soft-sys.matlab
Subject: Re: SVD with Missing Values
Date: Fri, 5 Dec 2008 18:00:20 +0000 (UTC)
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"Samuel " <sdodson2@jhu.edu> wrote in message <ghboru$60u$1@fred.mathworks.com>...

> I was under the impression also that some form of the Lanczos method could handle missing values, but im incredibly uncertain how or if to implement that.

No Lanczos is simply a specific algorithm to compute the eigen spaces of symmetric matrix, and it can be used to compute the SVD (because SVD of M is closely related to eigen spaces of M'*M and M*M'). No more no less. It more suitable for sparse matrix.

As Peter said, those are linear algebra *tools*.

Bruno