EECS Publication
Computing the Bidiagonal SVD Using Multiple Relativity Robust Representations
Paul R. Willems, Bruno Lang, and Christof Vomel
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 Grober 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
Published 2005-04-01 05:00:00 as ut-cs-05-551 (ID:153)