On the quadratic convergence of Kogbetliantz's algorithm for computing the singular value decomposition (Q1090069)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the quadratic convergence of Kogbetliantz's algorithm for computing the singular value decomposition |
scientific article |
Statements
On the quadratic convergence of Kogbetliantz's algorithm for computing the singular value decomposition (English)
0 references
1986
0 references
The paper is concerned with Kogbetliantz's algorithm for computing the singular value decomposition of matrices. Under some conditions, and for certain variants of the method, the authors prove its quadratic convergence. The proof is inspired by the paper of \textit{J. H. Wilkinson} [Numer. Math. 4, 296-300 (1962; Zbl 0104.345)] concerning the quadratic convergence of the cyclic Jacobi method.
0 references
Kogbetliantz's algorithm
0 references
singular value decomposition
0 references
quadratic convergence
0 references
cyclic Jacobi method
0 references
0 references
0 references
0 references