Accurate singular values and differential qd algorithms (Q1326368): Difference between revisions
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Latest revision as of 22:04, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accurate singular values and differential qd algorithms |
scientific article |
Statements
Accurate singular values and differential qd algorithms (English)
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18 June 1995
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An algorithm to compute the singular values of a bidiagonal matrix based on the quotient difference algorithm by \textit{H. Rutishauser} [Z. Angew. Math. Phys. 5, 233-251 (1954; Zbl 0055.347)] is studied. It is implemented using neither square roots nor subtractions and gives high relative accuracy for small singular values, is very fast and can be implemented in parallel. Comparisons are made to the recent algorithm by \textit{J. Demmel} and \textit{W. Kahan} [SIAM J. Sci. Stat. Comput. 11, No. 5, 873-912 (1990; Zbl 0705.65027)].
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parallel computation
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algorithm
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singular values
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bidiagonal matrix
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quotient difference algorithm
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