New Fast and Accurate Jacobi SVD Algorithm. I

@article{Drmac2007NewFA,
  title={New Fast and Accurate Jacobi SVD Algorithm. I},
  author={Zlatko Drmac and Kresimir Veselic},
  journal={SIAM J. Matrix Analysis Applications},
  year={2007},
  volume={29},
  pages={1322-1342}
}
This paper is the result of contrived efforts to break the barrier between numerical accuracy and run time efficiency in computing the fundamental decomposition of numerical linear algebra – the singular value decomposition (SVD) of a general dense matrix. It is an unfortunate fact that the numerically most accurate one–sided Jacobi SVD algorithm is several times slower than generally less accurate bidiagonalization based methods such as the QR or the divide and conquer algorithm. Despite its… CONTINUE READING

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