The Orthogonal QD-Algorithm
dc.contributor.author | Matt, Urs von | en_US |
dc.date.accessioned | 2004-05-31T22:25:00Z | |
dc.date.available | 2004-05-31T22:25:00Z | |
dc.date.created | 1994-09 | en_US |
dc.date.issued | 1998-10-15 | en_US |
dc.description.abstract | The orthogonal qd-algorithm is presented to compute the singular value decomposition of a bidiagonal matrix. This algorithm represents a modification of Rutishauser's qd-algorithm, and it is capable of determining all the singular values to high relative precision. A generalization of the Givens transformation is also introduced, which has applications besides the orthogonal qd-algorithm. The shift strategy of the orthogonal qd-algorithm is based on Laguerre's method, which is used to compute a lower bound for the smallest singular value of the bidiagonal matrix. Special attention is devoted to the numerically stable evaluation of this shift. (Also cross-referenced as UMIACS-TR-94-9.1) | en_US |
dc.format.extent | 304579 bytes | |
dc.format.mimetype | application/postscript | |
dc.identifier.uri | http://hdl.handle.net/1903/614 | |
dc.language.iso | en_US | |
dc.relation.isAvailableAt | Digital Repository at the University of Maryland | en_US |
dc.relation.isAvailableAt | University of Maryland (College Park, Md.) | en_US |
dc.relation.isAvailableAt | Tech Reports in Computer Science and Engineering | en_US |
dc.relation.isAvailableAt | UMIACS Technical Reports | en_US |
dc.relation.ispartofseries | UM Computer Science Department; CS-TR-3211.1 | en_US |
dc.relation.ispartofseries | UMIACS; UMIACS-TR-94-9.1 | en_US |
dc.title | The Orthogonal QD-Algorithm | en_US |
dc.type | Technical Report | en_US |