
arXiv: 1209.5462
In this paper we present an improved dqds algorithm for computing all the singular values of a bidiagonal matrix to high relative accuracy. There are two key contributions: a novel deflation strategy that improves the convergence for badly scaled matrices, and some modifications to certain shift strategies that accelerate the convergence for most bidiagonal matrices. These techniques together ensure linear worst case complexity of the improved algorithm (denoted by V5). Our extensive numerical experiments indicate that V5 is typically 1.2x--4x faster than DLASQ (the LAPACK-3.4.0 implementation of dqds) without any degradation in accuracy. On matrices for which DLASQ shows very slow convergence, V5 can be 3x--10x faster. At the end of this paper, a hybrid algorithm (HDLASQ) is developed by combining our improvements with the aggressive early deflation strategy (AggDef2 in [SIAM J. Matrix Anal. Appl., 33(2012), 22-51]). Numerical results show that HDLASQ is the fastest among these different versions.
submitted to SISC
FOS: Mathematics, Mathematics - Numerical Analysis, Numerical Analysis (math.NA)
FOS: Mathematics, Mathematics - Numerical Analysis, Numerical Analysis (math.NA)
| selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 3 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Average | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Average | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Average |
