Naslov
A posteriori computation of the singular vectors in a preconditioned Jacobi SVD algorithm

Autori
Drmač, Zlatko

Izvornik
IMA Journal of Numerical Analysis (0272-4979) 19 (1999), 2; 191-213

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

Ključne riječi
singular value decomposition; singular vectors; Jacobi

Sažetak
This paper describes a novel way to implement the Jacobi algorithm for the singular value ecomposition of full rank matrices. It is shown that the left and the right singular vectors can be computed without explicit accumulation of Jacobi rotations. Instead, the accumulated product of Jacobi rotations is computed a posteriori as the solution of a certain well--conditioned matrix equation. Theoretical analysis provides tools to estimate, check and, if necessary, to improve the accuracy of the computed decomposition. Experimental results show that the new technique performs very well in the practice.

Izvorni jezik
Engleski

Znanstvena područja
Matematika

POVEZANOST RADA