Implementation of Jacobi Rotations for Accurate Singular Value Computation in Floating Point Arithmetic
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Publication:4376215
DOI10.1137/S1064827594265095zbMath0894.65016OpenAlexW1970815336MaRDI QIDQ4376215
Publication date: 10 February 1998
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1064827594265095
singular value decompositionerror analysisJacobi methodspectral condition numberfloating point arithmeticrelative accuracymodified Jacobi rotation
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Roundoff error (65G50)
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