Krylov subspace methods for computing extremal eigenvalues and singular values from sparse matrices. Many of these are close-to-the-line ports of other matlab and fortran code originally supplied by the authors.
Only requires we supply methods capable of computing Ax (and A*x for SVD case)
Material :
Golub, Van Loan - Matrix Computation [4th ed]
Augmented Implicitly Restarted Lanczos Bidiagonalization Methods