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Algorithm 581: An Improved Algorithm for Computing the Singular Value Decomposition (F1)

Algorithm 581: An Improved Algorithm for Computing the Singular Value Decomposition (F1) ALGORITHM 581 An Improved Algorithm for Computing the Singular Value Decomposition [F1] T O N Y F. C H A N D e p a r t m e n t of C o m p u t e r Science, Yale U n i v e r s i t y Categories and Subject Descriptors D.3.2 [Programming Languages] Language Classifications-FORTRAN, G 1.3 [Numerical Analysis] Numerical Linear Algebra--pseudomverses, G 1 6 [Numerical Analysis]. Optlmlzations--least squares methods General Terms" Algorithms Additional Key Words and Phrases singular value decomposition DESCRIPTION T h e set of F O R T R A N subroutines given h e r e is a n i m p l e m e n t a t i o n of the algorithm [1] for c o m p u t i n g the Singular Value D e c o m p o s i t i o n (SVD) of a general m b y n rectangular m a t r i x A defined as A = U W V T, where U is an m m i n ( m , n ) matrix containing the left singular vectors, W is http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png ACM Transactions on Mathematical Software (TOMS) Association for Computing Machinery

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