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Accelerating the SVD Block-Jacobi Method (CROSBI ID 122457)
Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija
Hari, Vjeran
Accelerating the SVD Block-Jacobi Method // Computing (Wien), 75 (2005), 1; 27-53-x
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Hari, Vjeran
engleski
Accelerating the SVD Block-Jacobi Method
The paper discusses how to improve performance of the one-sided block-Jacobi algorithm for computing the singular value decomposition of rectangular matrices. In particular, it is shown how cosine-sine decomposition of orthogonal matrices can be used to accelerate the slowest part of the algorithm – updating the block-columns.
CS decomposition; SVD; one-sided block-Jacobi algorithm
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