A posteriori computation of the singular vectors in a preconditioned Jacobi SVD algorithm

DOI10.1093/imanum/19.2.191zbMath0939.65064OpenAlexW2094587554MaRDI QIDQ4254608

Zlatko Drmač

Publication date: 10 July 2000

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/509e621365442ee552d1c84fd870196ff50c9915

zbMATH Keywords

numerical examplesnumerical stabilitysingular vectorsbackward error analysisJacobi singular value decomposition algorithmQR preconditioning

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (10)

A Nonintrusive Reduced-Order Model for Uncertainty Quantification in Numerical Solution of One-Dimensional Free-Surface Water Flows Over Stochastic Beds ⋮ Accuracy of the Kogbetliantz method for scaled diagonally dominant triangular matrices ⋮ Full block \(J\)-Jacobi method for Hermitian matrices ⋮ Accelerating the SVD block-Jacobi method ⋮ On the global convergence of the block Jacobi method for the positive definite generalized eigenvalue problem ⋮ Accuracy of two SVD algorithms for \(2\times 2\) triangular matrices ⋮ Numerical methods for accurate computation of the eigenvalues of Hermitian matrices and the singular values of general matrices ⋮ Implicit standard Jacobi gives high relative accuracy ⋮ Quadratic convergence of a special quasi-cyclic Jacobi method ⋮ Highly accurate symmetric eigenvalue decomposition and hyperbolic SVD

Uses Software

• LAPACK
• BLAS
• mctoolbox

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