A new stable bidiagonal reduction algorithm (Q1774960)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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