Analysis of a QR Algorithm for Computing Singular Values

DOI10.1137/S0895479892236532zbMath0827.65040OpenAlexW2159088434MaRDI QIDQ4835411

Ilse C. F. Ipsen, Shivkumar Chandrasekaran

Publication date: 30 November 1995

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895479892236532

zbMATH Keywords

algorithmconvergenceeigenvaluestridiagonal matrixsingular valuessingular vectorssymmetric matricesbidiagonal matricesQR algorithmmonotonic convergencedivide-and- conquer algorithmGolub-Kahan algorithm

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Parallel numerical computation (65Y05) Orthogonalization in numerical linear algebra (65F25)

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