New Accurate Algorithms for Singular Value Decomposition of Matrix Triplets

DOI10.1137/S0895479897321209MaRDI QIDQ4943675zbMATH OpenFDO

Authors Zlatko Drmač

Publication date 19 March 2000

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0895479897321209

zbMATH Keywords

algorithmdiagonal scalingsgeneralized singular value decompositionLU factorizationmatrix tripletsnumerical examplespivotingQR factorizationrelative accuracy

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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Cited in

(16)

• Accuracy of two SVD algorithms for \(2\times 2\) triangular matrices
• An accurate product SVD algorithm
• The product-product singular value decomposition of matrix triplets
• A numerical algorithm for computing the restricted singular value decomposition of matrix triplets
• Numerical methods for accurate computation of the eigenvalues of Hermitian matrices and the singular values of general matrices
• PACF: a precision-adjustable computational framework for solving singular values
• Using cross-product matrices to compute the SVD
• On the computation of the restricted singular value decomposition via the cosine-sine decomposition
• On accurate quotient singular value computation in floating-point arithmetic
• Data Driven Modal Decompositions: Analysis and Enhancements
• Computing the Singular Value Decomposition of a Product of Two Matrices
• Accurate Computation of the Product-Induced Singular Value Decomposition with Applications
• Implementation of Jacobi Rotations for Accurate Singular Value Computation in Floating Point Arithmetic
• Computing the Bidiagonal SVD Using Multiple Relatively Robust Representations
• An Augmented Matrix-Based CJ-FEAST SVDsolver for Computing a Partial Singular Value Decomposition with the Singular Values in a Given Interval
• Accurate restricted singular value decomposition via deflation on Neville representations

Describes a project that uses

Uses Software

• mctoolbox
• ScaLAPACK
• BLAS
• LAPACK

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