Parallel Computation of the SVD of a Matrix Product
نویسندگان
چکیده
In this paper we study a parallel algorithm for computing the singular value decomposition SVD of a product of two matrices on message passing multiprocessors This algorithm is related to the classical Golub Kahan method for computing the SVD of a single matrix and the recent work carried out by Golub et al for computing the SVD of a general matrix product quotient The experimental results of our parallel algorithm obtained on a network of PCs and a SUN Enterprise show high performances and scalability for large order matrices
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تاریخ انتشار 1999