Iterative refinement for singular value decomposition based on matrix multiplication

DOI10.1016/j.cam.2019.112512zbMath1431.65045MaRDI QIDQ2293602

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 analysis; SVD; iterative refinement; higher-precision arithmetic

Mathematics Subject Classification ID

15A23: Factorization of matrices

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

15A18: Eigenvalues, singular values, and eigenvectors

65F99: Numerical linear algebra

Uses Software

• mctoolbox
• advanpix
• XBLAS