QR factorization with complete pivoting and accurate computation of the SVD
type: Item
instance of: scholarly article
title: QR factorization with complete pivoting and accurate computation of the SVD
zbMATH Open document ID: 0953.65025
DOI: 10.1016/S0024-3795(99)00230-X
author: Nicholas J. Higham
published in: Linear Algebra and its Applications
publication date: 2001-01-29T00:00:00Z
review text: 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.
reviewed by: F. Szidarovszky
Mathematics Subject Classification ID: 65F20
Mathematics Subject Classification ID: 65F15
zbMATH DE Number: 1443448
zbMATH Keywords: QR factorization
zbMATH Keywords: singular value decomposition
zbMATH Keywords: error analysis
zbMATH Keywords: numerical experiments
describes a project that uses: mctoolbox
describes a project that uses: LINPACK
describes a project that uses: testmatrix
describes a project that uses: LAPACK
MaRDI profile type: Publication
Wikidata QID: Q56998876
cites work: Q4841244
cites work: Q3837876
cites work: Computing the singular value decomposition with high relative accuracy
cites work: Relative Perturbation Techniques for Singular Value Problems
cites work: Q4864704
cites work: Q5590398
cites work: A BLAS-3 Version of the QR Factorization with Column Pivoting
description: scientific article; zbMATH DE number 1443448