Iterative computation of the smallest singular value and the corresponding singular vectors of a matrix.
type: Item
instance of: scholarly article
title: Iterative computation of the smallest singular value and the corresponding singular vectors of a matrix.
zbMATH Open document ID: 1035.65038
DOI: 10.1016/S0024-3795(03)00490-7
author: Hubert Schwetlick
author: U. Schnabel
published in: Linear Algebra and its Applications
publication date: 2003-09-09T00:00:00Z
review text: Computation of the smallest singular value of a matrix by an iterative method is approached by iterating with matrices obtained by bordering the original matrix. These slightly larger matrices can be shown to have uniform condition number. The resulting iteration converges asymptotically linearly with a factor equal to the ratio with the next larger singular value.
Mathematics Subject Classification ID: 65F15
Mathematics Subject Classification ID: 65F20
zbMATH DE Number: 1978103
zbMATH Keywords: singular values
zbMATH Keywords: singular vectors
zbMATH Keywords: generalized inverse iteration
zbMATH Keywords: generalized Rayleigh quotient
zbMATH Keywords: Bordered systems
zbMATH Keywords: convergence
zbMATH Keywords: condition number
reviewed by: Hermann G. Matthies
describes a project that uses: CRAIG
describes a project that uses: JDQR
describes a project that uses: JDQZ
describes a project that uses: LSQR
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1978103