Premium
Parallel Bidiagonal SVD via the Method of Multiple Relatively Robust Representations
Author(s) -
Winkelmann Jan,
Bientinesi Paolo
Publication year - 2015
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/pamm.201510283
Subject(s) - solver , singular value decomposition , singular value , computer science , problem solver , state (computer science) , algorithm , divide and conquer algorithms , parallel computing , computational science , eigenvalues and eigenvectors , programming language , physics , quantum mechanics
Abstract A bidiagonal SVD solver based on the Method of Multiple Relatively Robust Representations (MR 3 ) promises to be an improvement over the current state of the art by providing lower asymptotic runtime and the ability to calculate a subset of singular triplets at reduced cost. Currently, no MR 3 based SVD solver is readily available. Using results by Willems and Lang [2], we provide an initial implementation of such a solver and compare it to LAPACK's Divide and Conquer solver. (© 2015 Wiley‐VCH Verlag GmbH & Co. KGaA, Weinheim)