Accelerating the SVD Block-Jacobi Method

  • Authors:
  • V. Hari

  • Affiliations:
  • Department of Mathematics, University of Zagreb, Croatia

  • Venue:
  • Computing - Editorial: Special issue on GAMM – Workshop on Guaranteed Error-bounds for the Solution of Nonlinear Problems in Applied Mathematics
  • Year:
  • 2005

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Abstract

The paper discusses how to improve performance of the one-sided block-Jacobi algorithm for computing the singular value decomposition of rectangular matrices. In particular, it is shown how cosine-sine decomposition of orthogonal matrices can be used to accelerate the slowest part of the algorithm – updating the block-columns.