
doi: 10.1137/0728076
The authors present an algorithm to compute the singular value decomposition of a bidiagonal matrix \(B\) with an error bound depending on the relative gap. It is also shown that this algorithm computes the singular vectors as well as singular values to this accuracy. A Hamiltonian interpretation of the algorithm is also given, and differential equation methods are used to prove many of the basic facts. Numerical experiments are also presented for illustration.
Numerical computation of eigenvalues and eigenvectors of matrices, singular vectors, error bound, singular value decomposition, eigenvalue algorithms, bidiagonal matrix, numerical experiments, Dynamical aspects of finite-dimensional Hamiltonian and Lagrangian systems, Hamiltonian flows, Hamiltonian interpretation
Numerical computation of eigenvalues and eigenvectors of matrices, singular vectors, error bound, singular value decomposition, eigenvalue algorithms, bidiagonal matrix, numerical experiments, Dynamical aspects of finite-dimensional Hamiltonian and Lagrangian systems, Hamiltonian flows, Hamiltonian interpretation
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