A randomized small-block Lanczos method for large-scale null space computations

Computing the null space of a large sparse matrix A is a challenging computational problem, especially if the nullity -- the dimension of the null space -- is large. When using a block Lanczos method for this purpose, conventional wisdom suggests to use a block size d that is not smaller than the nullity. In this work, we show how randomness can be utilized to allow for smaller d without sacrificing convergence or reliability. Even $d = 1$, corresponding to the standard single-vector Lanczos method, becomes a safe choice. This is achieved by using a small random diagonal perturbation, which moves the zero eigenvalues of AT A away from each other, and a random initial guess. We analyze the effect of the perturbation on the attainable quality of the null space and derive convergence results that establish robust convergence for $d=1$. As demonstrated by our numerical experiments, a smaller block size combined with restarting and partial reorthogonalization results in reduced memory requirements and computational effort. It also allows for the incremental computation of the null space, without requiring a priori knowledge of the nullity.