A DIVIDE-AND-CONQUER ALGORITHM FOR THE BIDIAGONAL SVD

被引：86

作者：

GU, M

EISENSTAT, SC

机构：

[1] UNIV CALIF BERKELEY,LAWRENCE BERKELEY LAB,BERKELEY,CA 94720

[2] YALE UNIV,DEPT COMP SCI,NEW HAVEN,CT 06520

来源：

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 1995年 / 16卷 / 01期

关键词：

SINGULAR VALUE DECOMPOSITION; DIVIDE-AND-CONQUER; BIDIAGONAL MATRIX;

D O I：

10.1137/S0895479892242232

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The authors present a stable and efficient divide-and-conquer algorithm for computing the singular value decomposition (SVD) of a lower bidiagonal matrix. Previous divide-and-conquer algorithms all suffer from a potential loss of orthogonality among the computed singular vectors unless extended precision arithmetic is used. A generalization that computes the SVD of a lower banded matrix is also presented.

引用

页码：79 / 92

页数：14

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