A block qr algorithm and the singular value decomposition
| Author(s) : | R. Mathias R. Mathias G. W. Stewart, |
| Publisher : | N/A |
| Publication Date : | 1993 |
| ISSN : | N/A |
| Abstract : | In this note we consider an iterative algorithm for moving a triangular matrix toward diagonality. The algorithm is related to algorithms for refining rank-revealing triangular decompositions and in a variant form to the QR algorithm. It is shown to converge if there is a sufficient gap in the singular values of the matrix, and the analysis provides a new approximation theorem for singular values and singular subspaces. y, |