http://swrc.ontoware.org/ontology#Article
On an Implementation of the One-Sided Jacobi Method With High Accuracy
en
[オリジナル論文] Singular value decomposition, Jacobi method, false-position method, secant method
Nara Women's University
Kyoto University
University of Fukui
University of Fukui
Kyoto University／Presently with Osaka Seikei University
Masami Takata
Sho Araki
Takahiro Miyamae
Kinji Kimura
Yoshimasa Nakamura
The one-sided Jacobi method for performing singular value decomposition can compute all singular values and singular vectors with high accuracy. Additionally, the computation cost is insignificant for comparatively small matrices. However, in the case of the conventional implementation in Linear Algebra PACKage, the subroutine may not be able to compute a singular vector with sufficient orthogonality. To avoid this problem, we propose a novel implementation of the one-sided Jacobi method. In the proposed implementation, a Givens rotation with high accuracy and fused multiply-accumulate are adopted.
The one-sided Jacobi method for performing singular value decomposition can compute all singular values and singular vectors with high accuracy. Additionally, the computation cost is insignificant for comparatively small matrices. However, in the case of the conventional implementation in Linear Algebra PACKage, the subroutine may not be able to compute a singular vector with sufficient orthogonality. To avoid this problem, we propose a novel implementation of the one-sided Jacobi method. In the proposed implementation, a Givens rotation with high accuracy and fused multiply-accumulate are adopted.
AA11464803
情報処理学会論文誌数理モデル化と応用（TOM）
14
3
68-75
2021-08-10
1882-7780