Preconditioning in the Parallel Block - Jacobi Svd Algorithm ∗
نویسنده
چکیده
One way, how to speed up the computation of the singular value decomposition of a given matrix A ∈ Cm×n, m ≥ n, by the parallel two-sided block-Jacobi method, consists of applying some pre-processing steps that would concentrate the Frobenius norm near the diagonal. Such a concentration should hopefully lead to fewer outer parallel iteration steps needed for the convergence of the entire algorithm. It is shown experimentally, that the QR factorization with the complete column pivoting, optionally followed by the LQ factorization of the R-factor, can lead to a substantial decrease of the number of outer parallel iteration steps, whereby the details depend on the condition number and the form of spectrum. However, the gain in speed, as measured by the total parallel execution time, depends decisively on how efficient is the implementation of the distributed QR and LQ factorizations on a given parallel architecture.
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