Implicit Cholesky Algorithms for Singular Values and Vectors,

Abstract

The implicit Cholesky algorithm has been developed by several authors during the last 10 years but under different names. We identify the algorithm with a special version of Rutishauser's LR algorithm. Intermediate quantities in the transformation furnish several attractive approximations to the smallest singular value. The paper extols the advantages of using shifts with the algorithm. The nonorthogonal transformations improve accuracy.

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Document Details

Document Type
Technical Report
Publication Date
Jul 29, 1993
Accession Number
ADA327492

Entities

People

  • Beresford N. Parlett
  • K. V. Fernando

Organizations

  • University of California, Berkeley

Tags

Communities of Interest

  • Air Platforms
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Applied Mathematics
  • Arithmetic
  • Band Structures
  • Blood Coagulation Factors
  • Computations
  • Computer Science
  • Convergence
  • Eigenvalues
  • Eigenvectors
  • Equations
  • Floating Point Operations
  • Mathematics
  • Military Research
  • Notation
  • Signal Processing

Readers

  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Regression Analysis.