Accurate singular values and differential qd algorithms (Q1326368)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Accurate singular values and differential qd algorithms |
scientific article; zbMATH DE number 569096
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accurate singular values and differential qd algorithms |
scientific article; zbMATH DE number 569096 |
Statements
Accurate singular values and differential qd algorithms (English)
0 references
18 June 1995
0 references
An algorithm to compute the singular values of a bidiagonal matrix based on the quotient difference algorithm by \textit{H. Rutishauser} [Z. Angew. Math. Phys. 5, 233-251 (1954; Zbl 0055.347)] is studied. It is implemented using neither square roots nor subtractions and gives high relative accuracy for small singular values, is very fast and can be implemented in parallel. Comparisons are made to the recent algorithm by \textit{J. Demmel} and \textit{W. Kahan} [SIAM J. Sci. Stat. Comput. 11, No. 5, 873-912 (1990; Zbl 0705.65027)].
0 references
parallel computation
0 references
algorithm
0 references
singular values
0 references
bidiagonal matrix
0 references
quotient difference algorithm
0 references