A shift strategy for superquadratic convergence in the dqds algorithm for singular values

作者：Aishima Kensuke^*; Matsuo Takayasu; Murota Kazuo; Sugihara Masaaki

来源：Journal of Computational and Applied Mathematics, 2014, 257: 132-143.

DOI：10.1016/j.cam.2013.08.021

• Numerical linear algebra
• Singular value
• Bidiagonal matrix
• dqds algorithm

A new shift strategy is proposed for the differential quotient difference with shifts (dqds) algorithm for the computation of singular values of bidiagonal matrices. While maintaining global convergence, the proposed shift realizes asymptotic superquadratic convergence of the dqds algorithm.

• 出版日期2014-2