A mixed precision Jacobi SVD algorithm

DOI10.1145/3721124MaRDI QIDQ6966604zbMATH OpenFDO

Authors Weiguo Gao, Yuxin Ma, Meiyue Shao

Publication date 27 June 2025

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1145/3721124

zbMATH Keywords

high relative accuracyJacobi algorithmmixed precision algorithmsingular value decomposition

Mathematics Subject Classification ID

Numerical analysis (65-XX)

Cites work

• A Fast Iterative Algorithm for Near-Diagonal Eigenvalue Problems
• A One-Sided Jacobi Algorithm for Computing the Singular Value Decomposition on a Vector Computer
• Accelerating the solution of linear systems by iterative refinement in three precisions
• Accuracy and Stability of Numerical Algorithms
• Algorithm 977: A QR-preconditioned QR SVD method for computing the SVD with high accuracy
• Almost diagonal matrices with multiple or close eigenvalues
• Componentwise perturbation analyses for the QR factorization
• Diagonal elements and eigenvalues of a real symmetric matrix
• Handbook series linear algebra. Linear least squares solutions by Householder transformations
• scientific article; zbMATH DE number 1049347 (Why is no real title available?)
• Iterative refinement for singular value decomposition based on matrix multiplication
• Iterative refinement for symmetric eigenvalue decomposition
• Iterative refinement for symmetric eigenvalue decomposition. II. Clustered eigenvalues
• Iterative refinement implies numerical stability
• Iterative Refinement in Floating Point
• Iterative refinement of Schur decompositions
• Jacobi’s Method is More Accurate than QR
• Linear algebra software for large-scale accelerated multicore computing
• Mixed precision algorithms in numerical linear algebra
• Mixed Precision Iterative Refinement with Sparse Approximate Inverse Preconditioning
• Mixed-Precision Cholesky QR Factorization and Its Case Studies on Multicore CPU with Multiple GPUs
• New Fast and Accurate Jacobi SVD Algorithm. I
• New Fast and Accurate Jacobi SVD Algorithm. II
• Numerically stable generation of correlation matrices and their factors
• On the quadratic convergence of the special cyclic Jacobi method
• On the Speed of Convergence of Cyclic and Quasicyclic Jacobi Methods for Computing Eigenvalues of Hermitian Matrices
• Three-precision GMRES-based iterative refinement for least squares problems
• Über ein leichtes Verfahren die in der Theorie der Säcularstörungen vorkommenden Gleichungen numerisch aufzulösen*).

Cited in

(2)

• A mixed precision algorithm for the matrix square root
• Accelerating preconditioned Jacobi methods via perturbation-inspired pivoting

This page was built for publication: A mixed precision Jacobi SVD algorithm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6966604)