QR factorization with complete pivoting and accurate computation of the SVD (Q1976914)
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scientific article; zbMATH DE number 1443448
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| English | QR factorization with complete pivoting and accurate computation of the SVD |
scientific article; zbMATH DE number 1443448 |
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QR factorization with complete pivoting and accurate computation of the SVD (English)
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29 January 2001
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The use of QR factorization with complete pivoting is introduced as an alternative to the use of Gauss elimination in the algorithm of \textit{J. Demmel}, \textit{M. Gu}, \textit{S. Eisenstat}, \textit{I. Slapnicar}, \textit{KI. Veselic} and \textit{Z. Drmac} [Linear Algebra Appl. 299, No. 1-3, 21-80 (1999; Zbl 0952.65032)] to compute the singular value decomposition. An error analysis shows the high accuracy of the method, which is also illustrated by numerical experiments.
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QR factorization
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singular value decomposition
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error analysis
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numerical experiments
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0.7838353514671326
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0.7776241898536682
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0.7756979465484619
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