Author(s)： Kensuke Aishima, Takayasu Matsuo, Kazuo Murota and Masaaki Sugihara

J. Math-for-Ind. 2A (2010) 1-11.

• File： JMI2010A-1.pdf (151KB)

Abstract
This is a survey on convergence theorems for the differential quotient difference with shifts (dqds) algorithm, which is one of the most efficient methods for computing matrix singular values. Emphasis is laid on the relationship and comparison between the global convergence theorem obtained recently by the present authors and Rutishauser's convergence theorem for the Cholesky LR method with shifts for the positive-definite eigenvalue problem. Theorems on convergence rate of the dqds algorithm with different shift strategies are also reviewed.

Keyword(s).　 numerical linear algebra, matrix singular value, global convergence, shift strategy