On Jacobi Methods for Singular Value Decompositions

DOI10.1137/0908064zbMath0627.65039OpenAlexW1966324668MaRDI QIDQ3763477

Vjeran Hari, Krešimir Veselić

Publication date: 1987

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0908064

zbMATH Keywords

comparison of methodsnumerical examplesquadratic convergenceQR methodJacobi singular value decomposition algorithm

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items (14)

A Jacobi eigenreduction algorithm for definite matrix pairs ⋮ A Kogbetliantz-type algorithm for the hyperbolic SVD ⋮ Relations between SVD and GSVD of discrete regularization problems in standard and general form ⋮ The Singular Value Decomposition: Anatomy of Optimizing an Algorithm for Extreme Scale ⋮ Accuracy of the Kogbetliantz method for scaled diagonally dominant triangular matrices ⋮ On high relative accuracy of the Kogbetliantz method ⋮ A GPU-based hyperbolic SVD algorithm ⋮ On sharp quadratic convergence bounds for the serial Jacobi methods ⋮ A contribution to the theory and practice of the block Kogbetliantz method for computing the SVD ⋮ Convergence to diagonal form of block Jacobi-type methods ⋮ On the global convergence of the block Jacobi method for the positive definite generalized eigenvalue problem ⋮ A note on a one-sided Jacobi algorithm ⋮ Accuracy of two SVD algorithms for \(2\times 2\) triangular matrices ⋮ Linear convergence of the row cyclic Jacobi and Kogbetliantz methods

This page was built for publication: On Jacobi Methods for Singular Value Decompositions