Accession Number:

ADA327492

Title:

Implicit Cholesky Algorithms for Singular Values and Vectors,

Descriptive Note:

Corporate Author:

CALIFORNIA UNIV BERKELEY CENTER FOR PURE AND APPLIED MATHEMATICS

Report Date:

1993-07-29

Pagination or Media Count:

34.0

Abstract:

The implicit Cholesky algorithm has been developed by several authors during the last 10 years but under different names. We identify the algorithm with a special version of Rutishausers LR algorithm. Intermediate quantities in the transformation furnish several attractive approximations to the smallest singular value. The paper extols the advantages of using shifts with the algorithm. The nonorthogonal transformations improve accuracy.

Subject Categories:

  • Numerical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE