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Title: A comparison between the complex symmetric based and classical computation of the singular value decomposition of normal matrices
Authors: Ferranti, Micol ×
Le, Thanh Hieu
Vandebril, Raf #
Issue Date: Oct-2013
Publisher: Springer New York LLC
Series Title: Numerical Algorithms
Article number: DOI 10.1007/s11075-013-9777-9
Abstract: An algorithm for computing the singular value decomposition of normal matrices us- ing intermediate complex symmetric matrices is proposed. This algorithm, as most eigenvalue and singular value algorithms, consists of two steps. It is based on combining the unitarily equiv- alence of normal matrices to complex symmetric tridiagonal form with the symmetric singular value decomposition of complex symmetric matrices.
Numerical experiments are included comparing several algorithms, with respect to speed and accuracy, for computing the symmetric singular value decomposition (also known as the Takagi factorization). Next we compare the novel approach with the classical Golub-Kahan method for computing the singular value decomposition of normal matrices: it is faster, consumes less memory, but on the other hand the results are significantly less accurate.
ISSN: 1017-1398
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Numerical Analysis and Applied Mathematics Section
× corresponding author
# (joint) last author

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