A DIVIDE-AND-CONQUER ALGORITHM FOR THE BIDIAGONAL SVD

被引：84
|
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.
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页码：79 / 92
页数：14
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