Accurate SVDs of Structured Matrices
نویسنده
چکیده
We present new O(n) algorithms to compute very accurate SVDs of Cauchy matrices, Vandermonde matrices, and related \unit-displacement-rank" matrices. These algorithms compute all the singular values with guaranteed relative accuracy, independent of their dynamic range. In contrast, previous O(n) algorithms can potentially lose all relative accuracy in the tiniest singular values. LAPACK Working Note 130 University of Tennessee Computer Science Report ut-cs-97-375
منابع مشابه
Accurate SVDs of weakly diagonally dominant M-matrices
We present a new O(n 3) algorithm which computes the SVD of a weakly diagonally dominant M-matrix to high relative accuracy. The algorithm takes as an input the offdiagonal entries of the matrix and its row sums.
متن کاملSuperfast Divide-and-Conquer Method and Perturbation Analysis for Structured Eigenvalue Solutions
We present a superfast divide-and-conquer method for finding all the eigenvalues as well as all the eigenvectors (in a structured form) of a class of symmetric matrices with off-diagonal ranks or numerical ranks bounded by r, as well as the approximation accuracy of the eigenvalues due to off-diagonal compression. More specifically, the complexity is O(r2n logn) + O(rn log n), where n is the or...
متن کاملAc-loraks: Autocalibrated Low-rank Modeling of Local K-space Neighborhoods
Introduction: Low-rank modeling of local k-space neighborhoods (LORAKS) is a recent constrained MRI framework that can enable accurate image reconstruction from sparselyand unconventionally-sampled k-space data [1,2]. Specifically, Ref. [1] showed that the k-space data for MR images that have limited spatial support or slowly-varying image phase can be mapped into structured low-rank matrices, ...
متن کاملA Preconditioned Hybrid SVD Method for Accurately Computing Singular Triplets of Large Matrices
The computation of a few singular triplets of large, sparse matrices is a challenging task, especially when the smallest magnitude singular values are needed in high accuracy. Most recent efforts try to address this problem through variations of the Lanczos bidiagonalization method, but algorithmic research is ongoing and without production level software. We develop a high quality SVD software...
متن کامل