Accurate singular values and differential qd algorithms
From MaRDI portal
An algorithm to compute the singular values of a bidiagonal matrix based on the quotient difference algorithm by \textit{H. Rutishauser} [Z. Angew. Math. Phys. 5, 233-251 (1954; Zbl 0055.347)] is studied. It is implemented using neither square roots nor subtractions and gives high relative accuracy for small singular values, is very fast and can be implemented in parallel. Comparisons are made to the recent algorithm by \textit{J. Demmel} and \textit{W. Kahan} [SIAM J. Sci. Stat. Comput. 11, No. 5, 873-912 (1990; Zbl 0705.65027)].
Recommendations
Cited in
(86)- Implicit standard Jacobi gives high relative accuracy
- Absolute and relative Weyl theorems for generalized eigenvalue problems
- Sensitivity of the Lanczos recurrence to Gaussian quadrature data: how malignant can small weights be?
- On the QR algorithm and updating the SVD and the URV decomposition in parallel
- Rational functions, Toda flows, and LR-like algorithms
- Multiple representations to compute orthogonal eigenvectors of symmetric tridiagonal matrices
- Relative perturbation theory. IV: \(\sin 2\theta\) theorems
- \(QR\)-like algorithms for eigenvalue problems
- For tridiagonals \(T\) replace \(T\) with \(LDL\)
- A periodic qd-type reduction for computing eigenvalues of structured matrix products to high relative accuracy
- Look-ahead in the two-sided reduction to compact band forms for symmetric eigenvalue problems and the SVD
- Accurate quotient-difference algorithm: error analysis, improvements and applications
- A new stable bidiagonal reduction algorithm
- An \({\mathcal O}(n^{2})\) algorithm for the bidiagonal SVD
- One-sided reduction to bidiagonal form
- A shift for accurate singular values in the differential qd algorithm
- Accurate recovery of recursion coefficients from Gaussian quadrature formulas
- Relatively robust representations of symmetric tridiagonals
- An implementation of the dqds algorithm (positive case)
- Accurate similarity transformation derived from the discrete Lotka-Volterra system for bidiagonal singular values
- PACF: a precision-adjustable computational framework for solving singular values
- A real triple dqds algorithm for the nonsymmetric tridiagonal eigenvalue problem
- Convergence acceleration of shifted \(LR\) transformations for totally nonnegative Hessenberg matrices.
- A shift strategy for superquadratic convergence in the dqds algorithm for singular values
- Verified bounds for all the singular values of matrix
- On computing accurate singular values and eigenvalues of matrices with acyclic graphs
- A more accurate algorithm for computing the Christoffel transformation
- Fast computation of eigenvalues of companion, comrade, and related matrices
- Stability and sensitivity of tridiagonal LU factorization without pivoting
- Computing Gaussian quadrature rules with high relative accuracy
- Spatially quasi-periodic bifurcations from periodic traveling water waves and a method for detecting bifurcations using signed singular values
- On accurate quotient singular value computation in floating-point arithmetic
- Irr: An algorithm for computing the smallest singular value of large scale matrices
- An improved DQDS algorithm
- dqds with aggressive early deflation
- An accelerated divide-and-conquer algorithm for the bidiagonal SVD problem
- Computing singular values of diagonally dominant matrices to high relative accuracy
- An application of the Kato-temple inequality on matrix eigenvalues to the dqds algorithm for singular values
- Implementation details of an extended OQDS algorithm for singular values
- Improving the Accuracy of Computed Singular Values
- Accurate Singular Values of Bidiagonal Matrices
- An accurate SVD algorithm for 2 by 2 triangular matrices
- On Convergence of the DQDS Algorithm for Singular Value Computation
- Accurately Counting Singular Values of Bidiagonal Matrices and Eigenvalues of Skew-Symmetric Tridiagonal Matrices
- scientific article; zbMATH DE number 1309917 (Why is no real title available?)
- scientific article; zbMATH DE number 592767 (Why is no real title available?)
- scientific article; zbMATH DE number 671786 (Why is no real title available?)
- scientific article; zbMATH DE number 741130 (Why is no real title available?)
- The singular value decomposition: anatomy of optimizing an algorithm for extreme scale
- An application of the discrete-time Toda lattice to the progressive algorithm by Lanczos and related problems
- Accurate inverses for computing eigenvalues of extremely ill-conditioned matrices and differential operators
- A Note on Multiplicative Backward Errors of Accurate SVD Algorithms
- Residual bounds for some or all singular values
- Skew-Symmetric Differential qd Algorithm
- scientific article; zbMATH DE number 833718 (Why is no real title available?)
- A note on generating finer‐grain parallelism in a representation tree
- A new subtraction-free formula for lower bounds of the minimal singular value of an upper bidiagonal matrix
- scientific article; zbMATH DE number 7640513 (Why is no real title available?)
- Restructuring the tridiagonal and bidiagonal QR algorithms for performance
- Accurate polynomial root-finding methods for symmetric tridiagonal matrix eigenproblems
- A qd-type method for computing generalized singular values of BF matrix pairs with sign regularity to high relative accuracy
- A high performance QDWH-SVD solver using hardware accelerators
- Nonautonomous ultradiscrete hungry Toda lattice and a generalized box-ball system
- Computation of Gauss-type quadrature formulas
- Schur flow for orthogonal polynomials on the unit circle and its integrable discretization
- A generalized eigenvalue algorithm for tridiagonal matrix pencils based on a nonautonomous discrete integrable system
- Discrete Lotka-Volterra with shift algorithm for computing matrix eigenvalues and singular values
- Reliable root detection with the qd-algorithm: When Bernoulli, Hadamard and Rutishauser cooperate
- Perturbation theory for the LDU factorization and accurate computations for diagonally dominant matrices
- Numerical performance of hyperplane constrained method and its hybrid method for singular value decomposition
- A note on the dqds algorithm with Rutishauser's shift for singular values
- Accurate computation of all eigenvalues of a totally nonnegative matrix by the Cauchon algorithm
- Convergence analysis of the generalized Newton shift for computing singular values with the dqds algorithm
- Generalizing the SVD of a matrix under nonstandard inner product and its applications to linear ill-posed problems
- Error analysis for matrix eigenvalue algorithm based on the discrete hungry Toda equation
- Error analysis of the mdLVs algorithm for computing bidiagonal singular values
- Quotient-difference algorithm and code for cubic polynomials with computational implementation
- An isospectral transformation between Hessenberg-bidiagonal matrix pencils and Hessenberg matrices without using subtraction
- The eigenvalue decomposition of normal matrices by the skew-symmetric part
- Accurate restricted singular value decomposition via deflation on Neville representations
- DBDSVDMR3: An MRRR-Based Bidiagonal SVD Solver Built from DSTEGR
- Accurate computation of singular values in terms of shifted integrable schemes
- Computation of exact inertia and inclusions of eigenvalues (singular values) of tridiagonal (bidiagonal) matrices
- Equality conditions for lower bounds on the smallest singular value of a bidiagonal matrix
- Rigorous proof of cubic convergence for the dqds algorithm for singular values
- Superquadratic convergence of DLASQ for computing matrix singular values
This page was built for publication: Accurate singular values and differential qd algorithms
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1326368)
