Transactions of the Japan Society for Industrial and Applied Mathematics
Online ISSN : 2424-0982
ISSN-L : 0917-2246
On Basic Properties of The dLV Algorithm for Computing Singular Values(Applied Integrable Systems, <Special Issue>Joint Symposium of JSIAM Activity Groups 2005)
Masashi IwasakiYoshimasa Nakamura
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2005 Volume 15 Issue 3 Pages 287-306

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Abstract
Basic propeties of the discrete Lotka-Volterra (dLV) algorithm for computing singular values of bidiagonal matrices are considered. A relative error bound of singular values computed by the dLV algorithm is estimated. The bound is rather smaller than that of the Demmel-Kahan QR algorithm and is in the same level as the qd algorithms. Forward stability and backward stability of the dLV algorithm are also proved. Numerical examples show that the dLV algorithm has a higher relative accuracy. The modified dLV algorithm with shift (mdLVs) algorithm is shown to have quadratic or cubic convergence rate.
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© 2005 The Japan Society for Industrial and Applied Mathematics
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