A shift for accurate singular values in the differential qd algorithm

DOI10.1007/S100920170001MaRDI QIDQ1866740zbMATH OpenOpenAlexFDO

Authors R. Peluso, Giovanni Di Lena, Giuseppe Piazza

Publication date 22 April 2003

Published in Calcolo (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s100920170001

zbMATH Keywords

bidiabonal matrixconvergencedifferential \(qd\) algorithmsingular values

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Review text

The differential \(qd\) algorithm computes singular values of a bidiagonal matrix to high relative accuracy. Here new shifts are derived, which can be computed using only squares of the matrix elements. This shift yields quadratic convergence and it is possible to apply to a wider class of matrices.

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