Asymptotic quadratic convergence of the two-sided serial and parallel block-Jacobi SVD algorithm

DOI10.1137/18M1222727MaRDI QIDQ5232111zbMATHOpenAlexFDO

Authors Yusaku Yamamoto, Gabriel Okša, Martin Bečka, Marián Vajteršic

Publication date 29 August 2019

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

Full work available at URL https://doi.org/10.1137/18m1222727

zbMATH Keywords

singular value decompositionglobal convergencedynamic orderingasymptotic quadratic convergenceserial and parallel two-sided SVD block-Jacobi algorithm

Mathematics Subject Classification ID

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Cites work

• scientific article; zbMATH DE number 6159604 (Why is no real title available?)
• A contribution to the theory and practice of the block Kogbetliantz method for computing the SVD
• A note on Jacobi Being More Accurate Than $QR$
• A proof of convergence for two parallel Jacobi SVD algorithms
• Accurate Eigensystem Computations by Jacobi Methods
• Asymptotic quadratic convergence of the parallel block-Jacobi EVD algorithm with dynamic ordering for Hermitian matrices
• Asymptotic quadratic convergence of the serial block-Jacobi EVD algorithm for Hermitian matrices
• Convergence to diagonal form of block Jacobi-type methods
• Dynamic ordering for a parallel block-Jacobi SVD algorithm
• Implicit standard Jacobi gives high relative accuracy
• Jacobi’s Method is More Accurate than QR
• New Fast and Accurate Jacobi SVD Algorithm. I
• New Fast and Accurate Jacobi SVD Algorithm. II
• New dynamic orderings for the parallel one-sided block-Jacobi SVD algorithm
• On Kogbetliantz's SVD algorithm in the presence of clusters
• On sharp quadratic convergence bounds for the serial Jacobi methods
• On the quadratic convergence of Kogbetliantz's algorithm for computing the singular value decomposition
• Performance of the parallel block Jacobi method with dynamic ordering for the symmetric eigenvalue problem
• Solution of linear equations by diagonalization of coefficients matrix
• The Rotation of Eigenvectors by a Perturbation. III
• The variation of the spectrum of a normal matrix

Cited in

(11)

• Convergence to singular triplets in the two-sided block-Jacobi SVD algorithm with dynamic ordering
• Asymptotic quadratic convergence of the parallel block-Jacobi EVD algorithm with dynamic ordering for Hermitian matrices
• On convergence to eigenvalues and eigenvectors in the block-Jacobi EVD algorithm with dynamic ordering
• A Kogbetliantz-type algorithm for the hyperbolic SVD
• On the Quadratic Convergence of the Serial Singular Value Decomposition Jacobi Methods for Triangular Matrices
• A contribution to the theory and practice of the block Kogbetliantz method for computing the SVD
• On the convergence of Stewart's QLP algorithm for approximating the SVD
• Asymptotic quadratic convergence of the serial block-Jacobi EVD algorithm for Hermitian matrices
• Convergence of the complex block Jacobi methods under the generalized serial pivot strategies
• On the quadratic convergence of the complex HZ method for the positive definite generalized eigenvalue problem
• Batched computation of the singular value decompositions of order two by the AVX-512 vectorization

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