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Numerical Stability of the Parallel Jacobi Method.

Authors :
Londre, T.
Rhee, N. H.
Source :
SIAM Journal on Matrix Analysis & Applications. 2005, Vol. 26 Issue 4, p985. 16p.
Publication Year :
2005

Abstract

In this paper we study numerical stability of the parallel Jacobi method for computing the singular values and singular subspaces of an invertible upper triangular matrix that is obtained from QR decomposition with column pivoting. We show that in this case the parallel Jacobi method locates singular values and singular subspaces to full machine accuracy. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
08954798
Volume :
26
Issue :
4
Database :
Academic Search Index
Journal :
SIAM Journal on Matrix Analysis & Applications
Publication Type :
Academic Journal
Accession number :
16958162
Full Text :
https://doi.org/10.1137/S0895479802415995