Accelerating the SVD block-Jacobi method

DOI10.1007/s00607-004-0113-zzbMath1079.65046OpenAlexW2047999059MaRDI QIDQ2487206

Vjeran Hari

Publication date: 18 August 2005

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00607-004-0113-z

zbMATH Keywords

singular value decompositionconvergence accelerationnumerical experimentsSVDQR factorizationstopping criterionCS decompositioncosine-sine decompositionLQ factorizationone-sided block Jacobi algorithm

Mathematics Subject Classification ID

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

Related Items

The Singular Value Decomposition: Anatomy of Optimizing an Algorithm for Extreme Scale, Convergence to Singular Triplets in the Two-Sided Block-Jacobi SVD Algorithm with Dynamic Ordering, Simultaneous multidiagonalization for the CS decomposition, Accuracy of the Kogbetliantz method for scaled diagonally dominant triangular matrices, Three-level parallel J-Jacobi algorithms for Hermitian matrices, Full block \(J\)-Jacobi method for Hermitian matrices, On high relative accuracy of the Kogbetliantz method, Convergence to diagonal form of block Jacobi-type methods, Block-oriented \(J\)-Jacobi methods for Hermitian matrices, On the global convergence of the block Jacobi method for the positive definite generalized eigenvalue problem, Computing the complete CS decomposition, Implicit standard Jacobi gives high relative accuracy

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