On the quadratic convergence of Kogbetliantz's algorithm for computing the singular value decomposition (Q1090069)
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scientific article; zbMATH DE number 4007575
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the quadratic convergence of Kogbetliantz's algorithm for computing the singular value decomposition |
scientific article; zbMATH DE number 4007575 |
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On the quadratic convergence of Kogbetliantz's algorithm for computing the singular value decomposition (English)
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1986
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The paper is concerned with Kogbetliantz's algorithm for computing the singular value decomposition of matrices. Under some conditions, and for certain variants of the method, the authors prove its quadratic convergence. The proof is inspired by the paper of \textit{J. H. Wilkinson} [Numer. Math. 4, 296-300 (1962; Zbl 0104.345)] concerning the quadratic convergence of the cyclic Jacobi method.
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Kogbetliantz's algorithm
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singular value decomposition
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quadratic convergence
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cyclic Jacobi method
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