A new stable bidiagonal reduction algorithm (Q1774960): Difference between revisions

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A new stable bidiagonal reduction algorithm
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    A new stable bidiagonal reduction algorithm (English)
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    4 May 2005
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    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.
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    singular value decomposition
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    bidiagonal matrix
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    error analysis
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    orthogonality
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    left orthogonal matrix
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    bidiagonal reduction method
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    algorithm
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    optimal error bounds
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