A shift strategy for superquadratic convergence in the dqds algorithm for singular values

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摘要

A new shift strategy is proposed for the differential quotient difference with shifts (dqds) algorithm for the computation of singular values of bidiagonal matrices. While maintaining global convergence, the proposed shift realizes asymptotic superquadratic convergence of the dqds algorithm.

论文关键词:65F15,Numerical linear algebra,Singular value,Bidiagonal matrix,dqds algorithm

论文评审过程:Received 12 March 2010, Revised 11 March 2013, Available online 30 August 2013.

论文官网地址:https://doi.org/10.1016/j.cam.2013.08.021