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On Accuracy Properties of One-Sided Bidiagonalization Algorithm and Its Applications

In: Proceedings of the Conference on Applied Mathematics and Scientific Computing

Author

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  • Nela Bosner

    (University of Zagreb, Department of Mathematics)

  • Zlatko Drmač

    (University of Zagreb, Department of Mathematics)

Abstract

The singular value decomposition (SVD) of a general matrix is the fundamental theoretical and computational tool in numerical linear algebra. The most efficient way to compute the SVD is to reduce the matrix to bidiagonal form in a finite number of orthogonal (unitary) transformations, and then to compute the bidiagonal SVD. This paper gives detailed error analysis and proposes modifications of recently proposed one-sided bidiagonalization procedure, suitable for parallel computing. It also demonstrates its application in solving two common problems in linear algebra.

Suggested Citation

  • Nela Bosner & Zlatko Drmač, 2005. "On Accuracy Properties of One-Sided Bidiagonalization Algorithm and Its Applications," Springer Books, in: Zlatko Drmač & Miljenko Marušić & Zvonimir Tutek (ed.), Proceedings of the Conference on Applied Mathematics and Scientific Computing, pages 141-150, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4020-3197-7_8
    DOI: 10.1007/1-4020-3197-1_8
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