
SVD AND SIGNAL PROCESSING, III
Algorithms, Architectures and Applications
M. Moonen and B. De Moor (Editors)
9 1995 Elsevier Science B.V. All rights reserved. :t.
99
THE ORTHOGONAL QD-ALGORITHM
U. VON MATT
Institute for Advanced Computer Studies
University of Maryland
College Park, MD 207~2
U.S.A.
na. von matt @na- ne t. ornl. gov
ABSTRACT. We present the orthogonal qd-algorithm to compute the singular value de-
composition of a bidiagonal matrix. This algorithm represents a modification of Rutis-
hauser's qd-algorithm, and it is capable of determining all the singular values to high
relative ...