Analysis of a QR Algorithm for Computing Singular Values

DOI10.1137/S0895479892236532MaRDI QIDQ4835411zbMATH OpenOpenAlexFDO

Authors Ilse C. F. Ipsen, S. Chandrasekaran

Publication date 30 November 1995

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0895479892236532

zbMATH Keywords

algorithmbidiagonal matricesconvergencedivide-and- conquer algorithmeigenvaluesGolub-Kahan algorithmmonotonic convergenceQR algorithmsingular valuessingular vectorssymmetric matricestridiagonal matrix

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Orthogonalization in numerical linear algebra (65F25) Parallel numerical computation (65Y05)

Recommendations

• The QRPS algorithm: A generalization of the QR algorithm for the singular value decomposition of rectangular matrices
• A Parallel Algorithm for Computing the Singular Value Decomposition of a Matrix
• An efficient and accurate parallel algorithm for the singular value problem of bidiagonal matrices
• On the convergence of Stewart's QLP algorithm for approximating the SVD

Cited in

(7)

• On the QR algorithm and updating the SVD and the URV decomposition in parallel
• The continuous-time Rayleigh quotient flow on the sphere
• Randomized QLP decomposition
• A block QR algorithm and the singular value decomposition
• Stability and Performance of Various Singular Value QR Implementations on Multicore CPU with a GPU
• Implicit Cholesky algorithms for singular values and vectors of triangular matrices
• On iterative QR pre-processing in the parallel block-Jacobi SVD algorithm

This page was built for publication: Analysis of a QR Algorithm for Computing Singular Values

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4835411)