Implicit-shifted Symmetric QR Singular Value Decomposition of 3x3 Matrices
University of California, Los Angeles Los Angeles United States
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Computing the Singular Value Decomposition SVD of 3 x 3 matrices is commonplace in 3D computational mechanics and computer graphics applications. We present a C implementation of implicit symmetric QR SVD with Wilkinson shift. The method is fast and robust in both float and double precisions. We also perform a benchmark test to study the performance compared to other popular algorithms.