19.num/BNP.fernando
.ls 2
.na
.LP
Implicit Cholesky Algorithms for Singular Values and Vectors

Dr. V. Fernando* 

(Professor B. N. Parlett)


(NSF) ASC-90-05933

The implicit Cholesky algorithm has been developed by several authors
during the last ten years but under different names. We identify the
algorithm with a special version of Rutishauser's LR algorithm. Intermediate quantities in the transformation furnish several
attractive approximations to the smallest singular value.

The paper extols the advantages of using shifts with the algorithm. The non-orthogonal transformations improve accuracy. 

*Numerical Algorithms Group, Oxford, England