By Vandebril R.
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Additional resources for A QR-method for computing the singular values via semiseparable matrices
Comparison in speed between the new and traditional approach 1000 Semi Separable svd Traditional svd 900 800 Number of iterations 700 600 500 400 300 200 100 0 50 100 150 200 250 300 Size of the matrices 350 400 450 500 Fig. 5. Number of implicit QR–steps Comparison in accuracy for singular values [0,1] −11 10 maximum relative error of the eigenvalues Semi Separable QR Traditional QR −12 10 −13 10 −14 10 −15 10 50 100 150 200 250 300 Size of the matrices 350 400 450 500 Fig. 6. Equal spaced singular values in (0, 1] the largest singular values, and the corresponding vectors, is needed [11,22, 23,28,29].
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A QR-method for computing the singular values via semiseparable matrices by Vandebril R.