Implicit Cholesky algorithms for singular values and vectors of triangular matrices
نویسندگان
چکیده
The implicit Cholesky algorithm has been developed by several authors during the last 10 years but under different names. We identify the algorithm with a special version of Rutishauser's LR algorithm. Intermediate quantities in the transformation furnish several attractive approximations to the smallest singular value. The paper extols the advantages of using shifts with the algorithm. The nonorthogonal transformations improve accuracy.
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عنوان ژورنال:
- Numerical Lin. Alg. with Applic.
دوره 2 شماره
صفحات -
تاریخ انتشار 1995