A One-Sided Jacobi Algorithm for Computing the Singular Value Decomposition on a Vector Computer

DOI10.1137/0910023zbMath0667.65035OpenAlexW1968716004MaRDI QIDQ3819899

P. P. M. de Rijk

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1137/0910023

zbMATH Keywords

numerical examplessingular value decompositionparallelizationvectorizationJacobi algorithmGolub-Reinsch algorithm

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18) Parallel numerical computation (65Y05)

Related Items (16)

The Singular Value Decomposition: Anatomy of Optimizing an Algorithm for Extreme Scale ⋮ Self-scaling fast rotations for stiff and equality-constrained linear least squares problems ⋮ The high relative accuracy of the HZ method ⋮ A sorted partial Jacobi method and its convergence analysis ⋮ Globally convergent Jacobi methods for positive definite matrix pairs ⋮ Vectorization of a Thread-Parallel Jacobi Singular Value Decomposition Method ⋮ Novel modifications of parallel Jacobi algorithms ⋮ On the quadratic convergence of the complex HZ method for the positive definite generalized eigenvalue problem ⋮ Convergence to diagonal form of block Jacobi-type methods ⋮ Accelerating the SVD block-Jacobi method ⋮ On the Global Convergence of the Complex HZ Method ⋮ On the complex Falk-Langemeyer method ⋮ On the global convergence of the block Jacobi method for the positive definite generalized eigenvalue problem ⋮ A note on a one-sided Jacobi algorithm ⋮ Numerical methods for accurate computation of the eigenvalues of Hermitian matrices and the singular values of general matrices ⋮ Convergence of scaled iterates by the Jacobi method

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