On the QR algorithm and updating the SVD and URV decomposition in Parallel
نویسندگان
چکیده
A Jacobi-type updating algorithm for the SVD or URV decomposition is developed, which is related to the QR algorithm for the symmetric eigenvalue problem. The algorithm employs one-sided transformations, and therefore provides a cheap alternative to earlier developed updating algorithms based on two-sided transformations. The present algorithm as well as the corresponding systolic implementation is therefore roughly twice as fast, compared to the former method, while the tracking properties are preserved. The algorithm is also extended to the 2-matrix QSVD or QURV case. Finally, the di erences are discussed with a number of closely related algorithms that have recently been proposed.
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