Transactions of the Japan Society for Industrial and Applied Mathematics
Online ISSN : 2424-0982
ISSN-L : 0917-2246
On Convergence of dqds and mdLVs Algorithms for Singular Value Computation(Theory)
Kensuke AishimaTakayasu MatsuoKazuo MurotaMasaaki Sugihara
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2007 Volume 17 Issue 2 Pages 97-131

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Abstract
Convergence theorems are established with mathematical rigour for two algorithms for the computation of singular values of bidiogonal matrices: the differential quotient difference with shift (dqds) and the modified discrete Lotka-Volterra with shift (mdLVs). Global convergence is guaranteed under a fairly general assumption on the shift, and the asymptotic rate of convergence is 1.5 for the Johnson bound shift. This result for the mdLVs algorithm is a substantial improvement of the convergence analysis by Iwasaki and Nakamura. Numerical examples support these theoretical results.
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© 2007 The Japan Society for Industrial and Applied Mathematics
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