The MR^3-GK algorithm for the bidiagonal SVD

MaRDI QIDQ2447366zbMATH OpenFDO

Authors Paul R. Willems, Bruno Lang

Publication date 25 April 2014

Published in ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL http://www.emis.de/journals/ETNA/vol.39.2012/pp1-21.dir/pp1-21.html

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zbMATH Keywords

error boundssingular value decompositionbidiagonal matrixMRRR algorithm

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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Cited in

(4)

• An \({\mathcal O}(n^{2})\) algorithm for the bidiagonal SVD
• On Symmetric Eigenproblems Induced by the Bidiagonal SVD
• On MR\(^3\)-type algorithms for the tridiagonal symmetric eigenproblem and bidiagonal SVD
• Computing the Bidiagonal SVD Using Multiple Relatively Robust Representations

Describes a project that uses

Uses Software

• LAPACK

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