Papers › Arithmetical enhancements of the Kogbetliantz method for the SVD of order two
Arithmetical enhancements of the Kogbetliantz method for the SVD of order two
Vedran Novaković
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An enhanced Kogbetliantz method for the singular value decomposition (SVD) of general matrices of order two is proposed. The method consists of three phases: an almost exact prescaling, that can be beneficial to the LAPACK's xLASV2 routine for the SVD of upper triangular 2x2 matrices as well, a highly relatively accurate triangularization in the absence of underflows, and an alternative procedure for computing the SVD of triangular matrices, that employs the correctly rounded hypot function. A heuristic for improving numerical orthogonality of the left singular vectors is also presented and tested on a wide spectrum of random input matrices. On upper triangular matrices under test, the proposed method, unlike xLASV2, finds both singular values with high relative accuracy as long as the input elements are within a safe range that is almost as wide as the entire normal range. On general matrices of order two, the method's safe range for which the smaller singular values remain accurate is of about half the width of the normal range.
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