Iterative refinement for singular value decomposition based on matrix multiplication

DOI10.1016/J.CAM.2019.112512MaRDI QIDQ2293602zbMATH OpenOpenAlexFDO

Authors Takeshi Ogita, Kensuke Aishima

Publication date 5 February 2020

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2019.112512

zbMATH Keywords

convergence analysishigher-precision arithmeticiterative refinementSVD

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Factorization of matrices (15A23) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical linear algebra (65F99)

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Cites work

• A direct method for completing eigenproblem solutions on a parallel computer
• Accuracy and Stability of Numerical Algorithms
• Accurate Sum and Dot Product
• Design, implementation and testing of extended and mixed precision BLAS
• Error-free transformations of matrix multiplication by using fast routines of matrix multiplication and its applications
• scientific article; zbMATH DE number 6159604 (Why is no real title available?)
• Improving the Accuracy of Computed Singular Values
• Iterative refinement for symmetric eigenvalue decomposition
• Iterative refinement for symmetric eigenvalue decomposition. II. Clustered eigenvalues
• Singular Value Decomposition, Eigenfaces, and 3D Reconstructions
• Updating the singular value decomposition

Cited in

(11)

• Iterative refinement for symmetric eigenvalue decomposition
• Mixed precision algorithms in numerical linear algebra
• A mixed precision LOBPCG algorithm
• Acceleration of iterative refinement for singular value decomposition
• Iterative refinement for an eigenpair subset of a real symmetric matrix
• Extension of accurate numerical algorithms for matrix multiplication based on error-free transformation
• Iterative refinement of the singular-value decomposition solution to the regression equations
• An improved two-step method for inverse singular value problems.
• A mixed precision Jacobi SVD algorithm
• A power method for computing singular value decomposition
• A mixed precision algorithm for the matrix square root

Describes a project that uses

Uses Software

• mctoolbox
• advanpix
• XBLAS

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