Figure 3.

Computation time and error for a p-value near 10⁻⁶ when the square matrix $H={\stackrel{\sim }{G}}^T\stackrel{\sim }{G}$ is already available (n = 5000, m ≈ 4000). Solid points use all eigenvalues, circles are based on leading eigenvalues Lanczos and SSVD use 100 eigenvalues.