TY  - JOUR
AU  - Willems, P. R.
AU  - Lang, B.
AU  - Vömel, C.
TI  - Computing the bidiagonal SVD using multiple relatively robust representations
JO  - SIAM journal on matrix analysis and applications
VL  - 28
SN  - 0895-4798
CY  - Philadelphia, Pa.
PB  - Soc.
M1  - PreJuSER-57019
SP  - 907 - 926
PY  - 2006
N1  - Record converted from VDB: 12.11.2012
AB  - We describe the design and implementation of a new algorithm for computing the singular value decomposition (SVD) of a real bidiagonal matrix. This algorithm uses ideas developed by Grosser and Lang that extend Parlett's and Dhillon's multiple relatively robust representations (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.
KW  - J (WoSType)
LB  - PUB:(DE-HGF)16
UR  - <Go to ISI:>//WOS:000243280600002
DO  - DOI:10.1137/050628301
UR  - https://juser.fz-juelich.de/record/57019
ER  -