An algorithm for the generalized singular value decomposition on massively parallel computers

DOI10.1006/JPDC.1993.1026MaRDI QIDQ2365571zbMATH OpenOpenAlexFDO

Authors Haesun Park, L. Magnus Ewerbring

Publication date 29 June 1993

Published in Journal of Parallel and Distributed Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jpdc.1993.1026

zbMATH Keywords

algorithmlinear least squaresparallel computationsingular value decomposition

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Parallel numerical computation (65Y05)

Review text

A new algorithm for the generalized singular value decomposition of type \(U^ TAX=D_ A\) and \(V^ TBX=D_ B\), arising e.g. in the solution of linear least squares with equality constraints, is presented. It combines the advantages of algorithms of \textit{C. C. Paige} [SIAM J. Sci. Stat. Comput. 7, 1126-1146 (1986; Zbl 0621.65030)] and of \textit{V. Hari} and \textit{K. Veselić} [SIAM J. Sci. Stat. Comput. 8, 741-754 (1987; Zbl 0627.65039)] by the proper selection of the elementary \(2\times 2\) Jacobi rotations. The parallelization on a \(CM-2\) is discussed and comparisons to the algorithm of Paige [loc. cit.] are presented.

Recommendations

• A parallel algorithm for computing the generalized singular value decomposition
• Computing the Generalized Singular Value Decomposition
• scientific article; zbMATH DE number 17435
• Computing the Generalized Singular Value Decomposition
• A Tangent Algorithm for Computing the Generalized Singular Value Decomposition

Cited in

(12)

• A parallel algorithm for computing the generalized singular value decomposition
• scientific article; zbMATH DE number 3963085 (Why is no real title available?)
• scientific article; zbMATH DE number 3978274 (Why is no real title available?)
• Computing the Generalized Singular Value Decomposition
• scientific article; zbMATH DE number 15033 (Why is no real title available?)
• Parallel (M−N)SVD algorithms on the SIMD computers
• Computing the Generalized Singular Value Decomposition
• Randomized algorithms for generalized singular value decomposition with application to sensitivity analysis
• The LAPW method with eigendecomposition based on the Hari-Zimmermann generalized hyperbolic SVD
• Computing the singular value decomposition on the Connection Machine
• Vectorization of a Thread-Parallel Jacobi Singular Value Decomposition Method
• A contour integral-based algorithm for computing generalized singular values

This page was built for publication: An algorithm for the generalized singular value decomposition on massively parallel computers

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2365571)