We describe the design and implementation of a new algorithm for computing the singular value decomposition of a real bidiagonal matrix. This algorithm uses ideas developed by Grosser and Lang that extend Parlett's and Dhillon's MRRR algorithm for the tridiagonal symmetric eigenproblem. One key feature of our new implementation is, that k singular triplets can be computed using only O(nk) storage units and floating point operations, where n is the dimension of the matrix. The algorithm will be made available as routine xBDSCR in the upcoming new release of the LAPACK library.
Title
LAPACK Working Note 166: Computing the Bidiagonal SVD Using Multiple Relatively Robust Representations
Published
1905-06-27
Full Collection Name
Electrical Engineering & Computer Sciences Technical Reports
Other Identifiers
CSD-05-1376
Type
Text
Extent
20 p
Archive
The Engineering Library
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