Parallel Bidiagonal SVD via the Method of Multiple Relatively Robust Representations | Zendy

Winkelmann Jan | Zendy; Bientinesi Paolo | Zendy

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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

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)

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