The Bidiagonal Singular Value Decomposition and Hamiltonian Mechanics Classic Reprint

Percy Deift

ISBN 10: 1334196907 ISBN 13: 9781334196904
Published by Forgotten Books, 2018
New PAP

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Synopsis:

Understanding how precision and structure shape fast, reliable SVD computations This book explains how focusing on bidiagonal matrices yields much higher accuracy in singular value computations and how a Hamiltonian flow underpins a stable algorithm.

The work frames a practical problem: computing singular values and vectors with high relative accuracy, even when data are imperfect. It connects theory to algorithm design, showing how a zero-shift QR approach and careful stopping criteria preserve essential structure and minimize error growth. Readers will see how mathematical insights translate into robust numerical methods with real-world impact.


  • How relative, not absolute, perturbations affect singular values and vectors in bidiagonal matrices

  • How a Hamiltonian differential equation helps analyze and bound rounding errors

  • How a hybrid QR algorithm achieves high accuracy while staying fast

  • How to interpret algorithm behavior through a structured, tree-based error analysis



Ideal for readers of technical math and numerical analysis, this edition is a practical guide to understanding the limits and capabilities of modern SVD algorithms. It is especially relevant for anyone applying eigenvalue or singular value methods to large or delicate problems.

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Bibliographic Details

Title: The Bidiagonal Singular Value Decomposition ...
Publisher: Forgotten Books
Publication Date: 2018
Binding: PAP
Condition: New

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