Rigorous proof of cubic convergence for the dqds algorithm for singular values (Q933265)
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scientific article; zbMATH DE number 5302944
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rigorous proof of cubic convergence for the dqds algorithm for singular values |
scientific article; zbMATH DE number 5302944 |
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Rigorous proof of cubic convergence for the dqds algorithm for singular values (English)
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21 July 2008
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The authors present the differential quotient difference with shifts (dqds) algorithm together with a mathematically rigorous proof for its asymptotic cubic convergence in the presence of the shift strategy proposed by \textit{K.V. Fernando} and \textit{B.N. Parlett} [Numer. Math. 67, No.2, 191--229 (1994; Zbl 0814.65036)]. They also propose a concrete procedure for the shift.
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singular value
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bidiagonal matrix
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dqds algorithm
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differential quotient difference with shifts algorithm
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asymptotic cubic convergence
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0.92673135
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0.89505494
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0.88489634
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0.88055927
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