A Divide-and-Conquer Algorithm for the Bidiagonal SVD

  • Authors:
  • Ming Gu;Stanley C. Eisenstat

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 1995

Quantified Score

Hi-index 0.00

Visualization

Abstract

The authors present a stable and efficient divide-and-conquer algorithm for computing the singular value decomposition (SVD) of a lower bidiagonal matrix. Previous divide-and-conquer algorithms all suffer from a potential loss of orthogonality among the computed singular vectors unless extended precision arithmetic is used. A generalization that computes the SVD of a lower banded matrix is also presented.