Skip to main content
OSTI.GOVU.S. Department of Energy Office of Scientific and Technical Information
U.S. Department of Energy
Office of Scientific and Technical Information
 

A parallel algorithm for computing the singular value decomposition of a matrix

Technical Report ·
OSTI ID:5470126
;
A parallel algorithm for computing the singular value decomposition will be presented. The basic step of the algorithm is a divide and conquer step based upon a rank one modification of a bidiagonal matrix. Numerical difficulties associated with forming the product of a matrix with its transpose are avoided and numerically stable formuale for obtaining left singular vectors after computing updated right singular vectors are derived. A deflation technique is described which together with a robust root finding method will assure computation of the singular values to full accuracy in the residuals and will also assure the orthogonality of the singular vectors. 16 refs., 2 figs.
Research Organization:
Argonne National Lab., IL (USA)
DOE Contract Number:
W-31109-ENG-38
OSTI ID:
5470126
Report Number(s):
ANL/MCS-TM-102; ON: DE88007059
Country of Publication:
United States
Language:
English

Similar Records

Singular value decomposition utilizing parallel algorithms on graphical processors
Conference · Fri Dec 31 23:00:00 EST 2010 · OSTI ID:1042857
A parallel algorithm for the singular value problem in bidiagonal matrices
Conference · Thu Nov 30 23:00:00 EST 1995 · OSTI ID:125468
A parallel divide and conquer algorithm for the symmetric eigenvalue problem on distributed memory architectures
Journal Article · Thu Jul 01 00:00:00 EDT 1999 · SIAM Journal on Scientific Computing · OSTI ID:20005552

Related Subjects

99 GENERAL AND MISCELLANEOUS
990220 -- Computers
Computerized Models
& Computer Programs-- (1987-1989)
990230* -- Mathematics & Mathematical Models-- (1987-1989)
ALGORITHMS
CHEMICAL REACTIONS
DECOMPOSITION
EIGENVALUES
MATHEMATICAL LOGIC
MATRICES
PARALLEL PROCESSING
PROGRAMMING
SINGULARITY
TENSORS
VECTORS