Superquadratic convergence of DLASQ for computing matrix singular values
โ Scribed by Kensuke Aishima; Takayasu Matsuo; Kazuo Murota; Masaaki Sugihara
- Book ID
- 104006802
- Publisher
- Elsevier Science
- Year
- 2010
- Tongue
- English
- Weight
- 348 KB
- Volume
- 234
- Category
- Article
- ISSN
- 0377-0427
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โฆ Synopsis
DLASQ is a routine in LAPACK for computing the singular values of a real upper bidiagonal matrix with high accuracy. The basic algorithm, the so-called dqds algorithm, was first presented by Fernando-Parlett, and implemented as the DLASQ routine by Parlett-Marques. DLASQ is now recognized as one of the most efficient routines for computing singular values. In this paper, we prove the asymptotic superquadratic convergence of DLASQ in exact arithmetic.
๐ SIMILAR VOLUMES
Let crl(C) >/ ... /> cr,(C) denote the singular values of a matrix C ~ C "xm, and let 1 ~1 k o. r A r k r r ~t=l i,( )orn\\_t+l(B) and ~.kt=lo'tr(AB) ~ Et=lo'~(A)tr,\\_i,+l(B), where A C pร", B ~ C nxm. We also consider the cases for the product of three matrices and more.