An O(n^2) algorithm for the bidiagonal SVD

DOI10.1016/S0024-3795(01)00398-6MaRDI QIDQ1855431zbMATHFDO

Authors Benedikt Großer, Bruno Lang

Publication date 5 February 2003

Published in Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

numerical resultscomparison of methodsbidiagonal matricesLAPACK routinesbidiagonalqd algorithms

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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Cites work

• scientific article; zbMATH DE number 438985 (Why is no real title available?)
• scientific article; zbMATH DE number 1067634 (Why is no real title available?)
• A Divide-and-Conquer Algorithm for the Bidiagonal SVD
• Accurate Singular Values of Bidiagonal Matrices
• Accurate singular values and differential qd algorithms
• Accurately Counting Singular Values of Bidiagonal Matrices and Eigenvalues of Skew-Symmetric Tridiagonal Matrices
• An implementation of the dqds algorithm (positive case)
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• Computation of an eigenvector of a symmetric tridiagonal matrix
• Der Quotienten-Differenzen-Algorithmus
• Fernando's solution to Wilkinson's problem: An application of double factorization
• Invariant subspaces for tightly clustered eigenvalues of tridiagonals
• On Computing an Eigenvector of a Tridiagonal Matrix. Part I: Basic Results
• Orthogonal Eigenvectors and Relative Gaps
• Relatively robust representations of symmetric tridiagonals

Cited in

(9)

• Numerical methods for accurate computation of the eigenvalues of Hermitian matrices and the singular values of general matrices
• A fast symmetric SVD algorithm for square Hankel matrices
• Accurate ordering of eigenvectors and singular vectors without eigenvalues and singular values.
• On Symmetric Eigenproblems Induced by the Bidiagonal SVD
• Computing the Bidiagonal SVD Using Multiple Relatively Robust Representations
• Bidiagonal SVD Computation via an Associated Tridiagonal Eigenproblem
• The \(\mathrm{MR}^{3}\)-GK algorithm for the bidiagonal SVD
• Fast linear inversion for highly overdetermined inverse scattering problems
• Accuracy of two SVD algorithms for \(2\times 2\) triangular matrices

Describes a project that uses

Uses Software

• LAPACK

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