Transactions of the Japan Society for Industrial and Applied Mathematics
Online ISSN : 2424-0982
ISSN-L : 0917-2246
Superquadratically Convergent Shift Strategy with Theoretical Guarantee in the dqds Algorithm for Singular Values(Theory)
Kensuke AishimaTakayasu MatsuoKazuo MurotaMasaaki Sugihara
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2008 Volume 18 Issue 3 Pages 285-302

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Abstract
Algorithms of quotient-difference type for computing singular values have recently attracted revived interest. In particular, the dqds algorithm, being numerically stable, is now recognized as an effective method in practice, where an appropriate setting of the shifts is indispensable for accelerating the convergence. In this report we propose a simple shift strategy that is theoretically guaranteed to render asymptotic superquadratic convergence. We also present a numerical example demonstrating the superquadratic convergence.
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© 2008 The Japan Society for Industrial and Applied Mathematics
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