An \({\mathcal O}(n^{2})\) algorithm for the bidiagonal SVD

DOI10.1016/S0024-3795(01)00398-6zbMath1027.65047MaRDI QIDQ1855431

Benedikt Großer, Bruno Lang

Publication date: 5 February 2003

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

comparison of methodsnumerical resultsLAPACK routinesbidiagonal matricesbidiagonalqd algorithms

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Related Items

Accurate ordering of eigenvectors and singular vectors without eigenvalues and singular values. ⋮ A fast symmetric SVD algorithm for square Hankel matrices ⋮ Fast linear inversion for highly overdetermined inverse scattering problems ⋮ Numerical methods for accurate computation of the eigenvalues of Hermitian matrices and the singular values of general matrices

Uses Software

• LAPACK

Cites Work

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• On Computing an Eigenvector of a Tridiagonal Matrix. Part I: Basic Results
• Orthogonal Eigenvectors and Relative Gaps
• Calculating the Singular Values and Pseudo-Inverse of a Matrix