Improving the accuracy of computed singular values
Journal Article
·
· SIAM J. Sci. Stat. Comput.; (United States)
This paper describes a computational method for improving the accuracy of a given singular value and its associated left and right singular vectors. The method is analogous to iterative improvement for the solution of linear systems. That is, by means of a low-precision computation, an iterative algorithm is applied to increase the accuracy of the singular value and vectors; extended precision computations are used in the residual calculation. The method is related to Newton's method applied to the singular value problem and inverse iteration for the eigenvalue problem.
- Research Organization:
- Argonne National Lab., IL
- DOE Contract Number:
- W-31109-ENG-38
- OSTI ID:
- 6021942
- Journal Information:
- SIAM J. Sci. Stat. Comput.; (United States), Journal Name: SIAM J. Sci. Stat. Comput.; (United States) Vol. 4:4; ISSN SIJCD
- Country of Publication:
- United States
- Language:
- English
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