ON CONVERGENCE OF THE DQDS ALGORITHM FOR SINGULAR VALUE COMPUTATION

被引：8

作者：

Aishima, Kensuke ^{[1
]}

Matsuo, Takayasu ^{[1
]}

Murota, Kazuo ^{[1
]}

Sugihara, Masaaki ^{[1
]}

机构：

[1] Univ Tokyo, Grad Sch Informat Sci & Technol, Tokyo 1138656, Japan

来源：

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 2008年 / 30卷 / 02期

关键词：

singular value; bidiagonal matrix; dqds algorithm; Johnson bound;

D O I：

10.1137/060678762

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We prove global convergence, in exact arithmetic, for the differential quotient difference algorithm that is currently implemented in LAPACK for the computation of the singular values of a bidiagonal matrix. Our results cover any shift strategy that preserves positivity. We also show that the asymptotic rate for the Johnson shift is 3/2.

引用

页码：522 / 537

页数：16

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