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Computing the Singular Value Decomposition with High Relative Accuracy (1998)  (Make Corrections)  (19 citations)
James Demmel, Ming Gu, Stanley Eisenstat, Ivan Slapnicar, Kresimir Veselic, Zlatko Drmac



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Abstract: We analyze when it is possible to compute the singular values and singular vectors of a matrix with high relative accuracy. This means that each computed singular value is guaranteed to have some correct digits, even if the singular values have widely varying magnitudes. This is in contrast to the absolute accuracy provided by conventional backward stable algorithms, which in general only guarantee correct digits in the singular values with large enough magnitudes. It is of interest to compute... (Update)

Context of citations to this paper:   More

...the singular value decomposition (SVD) to return an inaccurate computed smallest singular value. However, SVD methods developed in [8], 17] do not suffer from this difficulty as they are insensitive to the column scaling. The formula (2.7) requires computation of the SVD...

...of accurate floating point computation, in particular for matrix computations. A very short bibliography would include [10, 7, 8, 14, 12, 1, 9, 11, 2]. We consider the evaluation of multivariate rational functions r(x) of floating point numbers, and matrix computations on...

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Execution Time of Symmetric Eigensolvers - Stanley (1997)   (Correct)
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Relative Perturbation Theory for Matrix Spectral Decompositions - Truhar (2000)   (Correct)

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1.3:   Accurate SVDs of Structured Matrices - Demmel (1997)   (Correct)
0.8:   On the Singular Value Decomposition of Matrices Generated by.. - Drmac, Veselic (2004)   (Correct)
0.7:   Accurate Computation of Singular Values and Eigenvalues of.. - Slapnicar (1997)   (Correct)

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0.3:   Approximate Eigenvectors as Preconditioner - Drmac, Veselic (1998)   (Correct)
0.3:   Survey of Parallel Numerical Libraries - Demmel   (Correct)
0.2:   Relative Perturbation Results for Matrix Eigenvalues and Singular.. - Ipsen (1998)   (Correct)

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10:   The John Hopkins University Press (context) - Golub, Van Loan - 1989
10:   Jacobi's method is more accurate than QR - Demmel, Veseli'c - 1992
9:   Computing accurate eigensystems of scaled diagonally dominant matrices - Barlow, Demmel - 1990

BibTeX entry:   (Update)

J. Demmel, M. Gu, S. Eisenstat, I. Slapnicar and K. Veselic, Computing the Singular Value Decomposition with High Relative Accuracy, submitted to Linear Algebra & Applications. http://citeseer.ist.psu.edu/article/demmel98computing.html   More

@misc{ relative-computing,
  author = "James Demmel and Ming Gu and Stanley Eisenstat and Ivan Slapnicar and Kresimir Veselic and Zlatko Drmac",
  title = "Computing the Singular Value Decomposition with High Relative Accuracy",
  url = "citeseer.ist.psu.edu/article/demmel98computing.html" }
Citations (may not include all citations):
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532   LAPACK Users' Guide (context) - Anderson, Bai et al. - 1995
492   Symmetric functions and Hall polynomials (context) - MacDonald - 1995
441   The Symmetric Eigenvalue Problem (context) - Parlett - 1980
387   A set of Level 3 Basic Linear Algebra Subprograms (context) - Dongarra, Croz et al. - 1990
234   Accuracy and stability of numerical algorithms (context) - Higham - 1996
102   Jacobi's method is more accurate than QR - Demmel, Veseli'c - 1992
81   Accurate singular values of bidiagonal matrices - Demmel, Kahan - 1990
78   Computing accurate eigensystems of scaled diagonally dominan.. - Barlow, Demmel - 1990
77   An updating algorithm for subspace tracking - Stewart - 1992
64   Department of Computer Science (context) - Drmac, angles et al. - 1997
64   Rank revealing QR factorizations (context) - Chan - 1987
55   Stanford University Press (context) - Karlin - 1968
44   Accurate singular values and differential qd algorithms (context) - Fernando, Parlett - 1994
42   Updating a rank-revealing ULV decomposition - Stewart - 1993
41   Combinatorial Matrix Theory (context) - Brualdi, Ryser - 1991
39   Floating point perturbations of Hermitian matrices (context) - Veseli'c, Slapnicar - 1993
35   Handbook for Automatic Computation (context) - Wilkinson, Reinsch - 1971
29   Accurate symmetric eigenreduction by a Jacobi method - Slapnicar - 1992
29   Condition numbers and equilibration of matrices (context) - Van Der Sluis - 1969
28   On computing accurate singular values and eigenvalues of acy.. - Demmel, Gragg - 1993
27   Stable numerical algorithms for equilibrium systems - Vavasis - 1994
26   Relative perturbation techniques for singular value problems (context) - Eisenstat, Ipsen - 1995
25   Fernando's solution to Wilkinson's problem: An application o.. - Parlett, Dhillon - 1997
25   Iterative refinement implies numerical stability for Gaussia.. (context) - Skeel - 1980
23   On rank-revealing QR factorizations (context) - Chandrasekaran, Ipsen - 1994
22   Accurate eigensystem computations by Jacobi methods - Mathias - 1996
22   Stable finite elements for problems with wild coefficients (context) - Vavasis - 1996
21   Scaling for numerical stability in Gaussian elimination (context) - Skeel - 1979
21   The bidiagonal singular values decomposition and Hamiltonian.. - Deift, Demmel et al. - 1991
20   Totally positive matrices (context) - Ando - 1987
19   Matrices of sign-solvable linear systems (context) - Brualdi, Shader - 1995
18   Relative Perturbation Theory (context) - Li - 1994
18   Relative Perturbation Theory (context) - Li - 1994
17   Computing rank-revealing QR factorizations of dense matrices - Bischof, Quintana-Orti - 1996
17   Perturbation theory for pseudoinverses (context) - Wedin - 1973
17   Bounds on singular values revealed by QR factorization (context) - Pan, Tang - 1992
16   An efficient algorithm for computing a strong rank--revealin.. (context) - Gu, Eisenstat - 1996
15   Computing the Singular and the Generalized Singular Values (context) - Drmac - 1994
13   Perturbations of the eigenprojections of a factorized Hermit.. (context) - Slapnicar, Veseli'c - 1995
13   Guaranteed Accuracy in Numerical Linear Algebra (context) - Godunov, Antonov et al. - 1993
12   Componentwise perturbation bounds for some matrix decomposit.. (context) - Sun - 1992
12   The rank revealing QR and SVD (context) - Hong, Pan - 1992
11   A divide-and-conquer algorithm for the bidiagonal SVD (context) - Gu, Eisenstat - 1995
11   Error analysis and implementation aspects of deferred correc.. (context) - Barlow - 1988
11   Complete orthogonal decomposition for weighted least squares - Hough, Vavasis - 1995
10   A Jacobi eigenreduction algorithm for definite matrix pairs (context) - Veseli'c - 1993
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9   On applying Householder transformations to linear least squa.. (context) - Powell, Reid - 1968
8   The inherent inaccuracy of implicit tridiagonal QR - Demmel - 1992
8   Solution of Vandermonde systems of equations (context) - Bjorck, Pereyra - 1970
8   Stability of Householder QR factorization for weighted least.. - Cox, Higham - 1997
8   Genaue Eigenwertberechnung nichtsingularer schiefsymmetrisch.. (context) - Pietzsch - 1993
7   Some properties of totally positive matrices (context) - Cryer - 1976
7   Accurate computation of the product induced singular value d.. (context) - Drmac - 1995
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6   the method of weighting for equality-constrained least-squar.. (context) - Van Loan - 1985
5   On scaled projections and pseudoinverses - Stewart - 1989
5   Relative perturbation theory for eigenvalues (context) - Gu, Eisenstat - 1993
5   Numerical conditions of stiffness matrix formulations for fr.. (context) - Rosanoff, Gloudeman et al. - 1968
5   the existence and computation of rank-revealing LU factoriza.. (context) - Pan - 1996
4   Self scaling fast rotations for stiff least squares problems (context) - Anda, Park - 1996
4   QR factorization with complete pivoting and accurate computa.. - Higham - 1998
4   The applications of total positivity to combinatorics (context) - Brenti - 1996
3   Householder tridiagonalization of a real symmetric matrix (context) - Martin, Reinsch et al. - 1968
3   Effect of equilibration on residual size for partial pivotin.. (context) - Skeel - 1981
3   Universit'a degli Studi di Perugia (context) - Brenti, total et al. - 1996
3   Pivoting and backward stability of fast algorithms for solvi.. - Boros, Kailath et al. - 1994
3   Sturm-Liouville operator discretized (context) - Drmac, Veseli'c - 1996
3   private communication (context) - Shader - 1995
2   On bounds for scaled projections and pseudoinverses (context) - O'Leary - 1990
2   A note on the accuracy of symmetric eigenreduction algorithm.. - Veseli'c - 1996
2   Matrices and Invariants (context) - Turnbull, of - 1960
1   A generalized SVD analysis of some weighting methods for equ.. (context) - Van Loan - 1983
1   More accurate bidiagonal reduction for computing the singula.. - Barlow - 1998
1   Pinchings and norms of scaled triangular matrices - Li, Kahan et al. - 1998
1   A posteriori computation of the singular vectors in a precon.. (context) - Drmac - 1998
1   Eigenvalues of grades matrices and the condition numbers of .. (context) - Stewart, Zhang - 1991
1   Some new rank-revealing factorizations (context) - Gu - 1998
1   to appear in SIMAX; LAPACK Working Note (context) - Demmel, of - 1998



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Block Diagonalization of Nearly Diagonal Matrices - Striko, Veselic (2001)   (Correct)
Lyapunov Optimization of a Damped System - Cox, Nakic, Rittmann, Veselic (2003)   (Correct)
Energy Decay of Damped Systems - Veselic   (Correct)

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