An \({\mathcal O}(n^{2})\) algorithm for the bidiagonal SVD (Q1855431)
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scientific article; zbMATH DE number 1864790
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| English | An \({\mathcal O}(n^{2})\) algorithm for the bidiagonal SVD |
scientific article; zbMATH DE number 1864790 |
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An \({\mathcal O}(n^{2})\) algorithm for the bidiagonal SVD (English)
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5 February 2003
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The authors propose an agorithm which extends the relatively robust representations to the bidiagonal singular value decomposition (SVD) \(B=U\Sigma V^{T}\). The obtained numerical results are also compared with the LAPACK routines.
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comparison of methods
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bidiagonal
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bidiagonal matrices
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qd algorithms
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numerical results
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LAPACK routines
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0.8823918700218201
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0.8654351830482483
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0.8419731259346008
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0.8374178409576416
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0.8177553415298462
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