An efficient and accurate parallel algorithm for the singular value problem of bidiagonal matrices (Q1347046)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient and accurate parallel algorithm for the singular value problem of bidiagonal matrices |
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An efficient and accurate parallel algorithm for the singular value problem of bidiagonal matrices (English)
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2 April 1995
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A divide and conquer type algorithm for computing the eigenvalues of a symmetric tridiagonal matrix is described. It uses the eigenvalues of the two diagonal block submatrices as starting values in a Laguerre iteration, which can be performed in parallel. This so called split merge algorithm is applied to bidiagonal matrices to compute the singular value decomposition. Several numerical comparisons to standard algorithms are presented.
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parallel computation
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divide and conquer type algorithm
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eigenvalues
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symmetric tridiagonal matrix
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Laguerre iteration
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split merge algorithm
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bidiagonal matrices
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singular value decomposition
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numerical comparisons
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