A new stable bidiagonal reduction algorithm (Q1774960): Difference between revisions
From MaRDI portal
Latest revision as of 10:01, 10 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new stable bidiagonal reduction algorithm |
scientific article |
Statements
A new stable bidiagonal reduction algorithm (English)
0 references
4 May 2005
0 references
The authors propose a new bidiagonal reduction method for arbitrary rectangular matrices. Their new algorithm requires fewer floating point operations than the classical Golub-Kahan procedure. A perturbation analysis with optimal error bounds for the singular values of the bidiagonal factor is also presented.
0 references
singular value decomposition
0 references
bidiagonal matrix
0 references
error analysis
0 references
orthogonality
0 references
left orthogonal matrix
0 references
bidiagonal reduction method
0 references
algorithm
0 references
optimal error bounds
0 references
0 references
0 references
0 references
