More Accurate Bidiagonal Reduction for Computing the Singular Value Decomposition

DOI10.1137/S0895479898343541zbMath1007.65026MaRDI QIDQ2784379

Jesse L. Barlow

Publication date: 23 April 2002

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

algorithmssingular value decompositionerror boundsGivens rotationsbidiagonal reduction methodHouseholder factorization methodorthogonal reduction method

Mathematics Subject Classification ID

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

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The Singular Value Decomposition: Anatomy of Optimizing an Algorithm for Extreme Scale ⋮ Computation of exact inertia and inclusions of eigenvalues (singular values) of tridiagonal (bidiagonal) matrices ⋮ Accurate ordering of eigenvectors and singular vectors without eigenvalues and singular values. ⋮ A contribution to the theory and practice of the block Kogbetliantz method for computing the SVD ⋮ The ERES method for computing the approximate GCD of several polynomials ⋮ A new stable bidiagonal reduction algorithm ⋮ Numerical methods for accurate computation of the eigenvalues of Hermitian matrices and the singular values of general matrices ⋮ One-sided reduction to bidiagonal form