Title: A QR-method for computing the singular values via semiseparable matrices
Authors: Vandebril, Raf ×
Van Barel, Marc
Mastronardi, Nicola #
Issue Date: Nov-2004
Publisher: Springer
Series Title: Numerische Mathematik vol:99 issue:1 pages:163-195
Abstract: The standard procedure to compute the singular value decomposition of a dense matrix, first reduces it into a bidiagonal one by means of orthogonal transformations. Once the bidiagonal matrix has been computed, the QR-method is applied to reduce the latter matrix into a diagonal one. In this paper we propose a new method for computing the singular value decomposition of a real matrix. In a first phase, an algorithm for reducing the matrix A into an upper triangular semiseparable matrix by means of orthogonal transformations is described. A remarkable feature of this phase is that, depending on the distribution of the singular values, after few steps of the reduction, the largest singular values are already computed with a precision depending on the gaps between the singular values.
ISSN: 0029-599X
Publication status: published
KU Leuven publication type: IT
Appears in Collections:NUMA, Numerical Analysis and Applied Mathematics Section
Electrical Engineering - miscellaneous
× corresponding author
# (joint) last author

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