A One-Sided Jacobi Algorithm for Computing the Singular Value Decomposition on a Vector Computer
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Publication:3819899
DOI10.1137/0910023zbMath0667.65035OpenAlexW1968716004MaRDI QIDQ3819899
Publication date: 1989
Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0910023
numerical examplessingular value decompositionparallelizationvectorizationJacobi algorithmGolub-Reinsch algorithm
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18) Parallel numerical computation (65Y05)
Related Items (16)
The Singular Value Decomposition: Anatomy of Optimizing an Algorithm for Extreme Scale ⋮ Self-scaling fast rotations for stiff and equality-constrained linear least squares problems ⋮ The high relative accuracy of the HZ method ⋮ A sorted partial Jacobi method and its convergence analysis ⋮ Globally convergent Jacobi methods for positive definite matrix pairs ⋮ Vectorization of a Thread-Parallel Jacobi Singular Value Decomposition Method ⋮ Novel modifications of parallel Jacobi algorithms ⋮ On the quadratic convergence of the complex HZ method for the positive definite generalized eigenvalue problem ⋮ Convergence to diagonal form of block Jacobi-type methods ⋮ Accelerating the SVD block-Jacobi method ⋮ On the Global Convergence of the Complex HZ Method ⋮ On the complex Falk-Langemeyer method ⋮ On the global convergence of the block Jacobi method for the positive definite generalized eigenvalue problem ⋮ A note on a one-sided Jacobi algorithm ⋮ Numerical methods for accurate computation of the eigenvalues of Hermitian matrices and the singular values of general matrices ⋮ Convergence of scaled iterates by the Jacobi method
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