New Fast and Accurate Jacobi SVD Algorithm. I
نویسندگان
چکیده
منابع مشابه
New Fast and Accurate Jacobi Svd Algorithm: I. Lapack Working
This paper is the result of contrived efforts to break the barrier between numerical accuracy and run time efficiency in computing the fundamental decomposition of numerical linear algebra – the singular value decomposition (SVD) of a general dense matrix. It is an unfortunate fact that the numerically most accurate one–sided Jacobi SVD algorithm is several times slower than generally less accu...
متن کاملNew Fast and Accurate Jacobi SVD Algorithm. I
This paper is the result of contrived efforts to break the barrier between numerical accuracy and run time efficiency in computing the fundamental decomposition of numerical linear algebra – the singular value decomposition (SVD) of a general dense matrix. It is an unfortunate fact that the numerically most accurate one–sided Jacobi SVD algorithm is several times slower than generally less accu...
متن کاملNew Fast and Accurate Jacobi SVD Algorithm. II
This paper presents new implementation of one–sided Jacobi SVD for triangular matrices and its use as the core routine in a new preconditioned Jacobi SVD algorithm, recently proposed by the authors. New pivot strategy exploits the triangular form and uses the fact that the input triangular matrix is the result of rank revealing QR factorization. If used in the preconditioned Jacobi SVD algorith...
متن کاملNew Fast and Accurate Jacobi Svd Algorithm: Ii. Lapack Working Note 170
This paper presents new implementation of one–sided Jacobi SVD for triangular matrices and its use as the core routine in a new preconditioned Jacobi SVD algorithm, recently proposed by the authors. New pivot strategy exploits the triangular form and uses the fact that the input triangular matrix is the result of rank revealing QR factorization. If used in the preconditioned Jacobi SVD algorith...
متن کاملPreconditioned Parallel Block-jacobi Svd Algorithm
We show experimentally, that the QR factorization with the complete column pivoting, optionally followed by the LQ factorization of the Rfactor, can lead to a substantial decrease of the number of outer parallel iteration steps in the parallel block-Jacobi SVD algorithm, whereby the details depend on the condition number and on the shape of spectrum, including the multiplicity of singular value...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2008
ISSN: 0895-4798,1095-7162
DOI: 10.1137/050639193