A Divide-and-Conquer Algorithm for the Bidiagonal SVD
Ming Gu, Stanley C. Eisenstat
Abstract
Ming Gu, Stanley C. Eisenstat
Abstract
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.
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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.
Key concepts: Divide and conquer algorithms, Singular value decomposition, Mathematics, Orthogonality, Singular value, Generalization, Algorithm, Matrix (chemical analysis)