
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.
107
ACCURATE SINGULAR VALUE COMPUTATION WITH THE
JACOBI METHOD
Z. DRMA(~
Fachbereich Mathematik, Fern UniversitSt Hagen,
Postfach 9~0, D-5808~ Hagen,
Germany.
zlatko, drmac @fern uni-hagen, de
ABSTRACT. The main interest in this work is implementation of the Jacobi method as
re-
liable software
for computing the singular values of a general real matrix. The modifications
of formulas for computing the rotation angle and modified Jacobi transformation are given
in ...