Scaled Iterates by Kogbetliantz Method
نویسندگان
چکیده
Scaled iterates associated with the serial Kogbetliantz method for computing the singular value decomposition (SVD) of complex triangular matrices are considered. They are defined by B (k) S = |diag(B )| B |diag(B)|, where B are matrices generated by the method. Sharp estimates are derived for the Frobenius norm of the off-diagonal part of B (k) S , in the case of simple singular values. This norm represents a good measure of advancement of the algorithm. The obtained estimates can be used in connection with the quadratic convergence of the algorithm. AMS subject classification: 65F15, 65G50
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