Reducing the computations of the singular value decomposition array given by Brent and Luk

A new, efficient, two-plane rotation (TPR) method for computing two-sided rotations involved in singular value decomposition (SVD) is presented. It is shown that a two-sided rotation can be evaluated by only two plane rotations and a few additions. This leads to significantly reduced computations. M...

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Veröffentlicht in:SIAM journal on matrix analysis and applications 1991-10, Vol.12 (4), p.713-725
Hauptverfasser: YANG, B, BÖHME, J. F
Format: Artikel
Sprache:eng
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Zusammenfassung:A new, efficient, two-plane rotation (TPR) method for computing two-sided rotations involved in singular value decomposition (SVD) is presented. It is shown that a two-sided rotation can be evaluated by only two plane rotations and a few additions. This leads to significantly reduced computations. Moreover, if coordinate rotation digital computer (CORDIC) processors are used for realizing the processing elements (PEs ) of the SVD array given by Brent and Luk, the computational overhead of the diagonal PEs due to angle calculations can be avoided. The resulting SVD array has a homogeneous structure with identical diagonal and off-diagonal PEs. Similar results can also be obtained if the TPR method is applied to Luk's triangular SVD array and to Stewart's Schur decomposition array.
ISSN:0895-4798
1095-7162
DOI:10.1137/0612055