QR factorization with complete pivoting and accurate computation of the SVD
The use of QR factorization with complete pivoting is introduced as an alternative to the use of Gauss elimination in the algorithm of \textit{J. Demmel}, \textit{M. Gu}, \textit{S. Eisenstat}, \textit{I. Slapnicar}, \textit{KI. Veselic} and \textit{Z. Drmac} [Linear Algebra Appl. 299, No. 1-3, 21-80 (1999; Zbl 0952.65032)] to compute the singular value decomposition. An error analysis shows the high accuracy of the method, which is also illustrated by numerical experiments.
scientific article; zbMATH DE number 1443448