Naslov
On Jacobi Methods for Singular Value Decompositions

Autori
Hari, Vjeran ; Veselić, Krešimir

Izvornik
SIAM journal on scientific and statistical computing (0196-5204) 8 (1987), 5; 741-754

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
Singular values; Jacobi method

Sažetak
An improvement of the Jacobi singular value decomposition algorithm is proposed. The matrix is first reduced to a triangular form. It is shown that the row-cyclic strategy preserves the triangularity. Further improvements lie in the convergence properties. It is shown that the method converges globally and a proof of the quadratic convergence is indicated as well. The numerical experiments confirm these theoretical predictions. Our method is about 2-3 times slower than the standard QR method but it almost reaches the latter if the matrix is diagonally dominant or of low rank.

Izvorni jezik
Engleski

Znanstvena područja
Matematika

POVEZANOST RADA