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 |
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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. |
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ISSN: | 0895-4798 1095-7162 |
DOI: | 10.1137/0612055 |