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The Computer Journal 1987 30(3):268-275; doi:10.1093/comjnl/30.3.268
© 1987 by British Computer Society
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Simple Algorithms for the Partial Singular Value Decomposition

J. C. Nash1 * and S. Shlien2 §

1 Faculty of Administration, University of Ottawa, Ottawa, Ontario K1N 9B5, Canada, 2 Department of Communications, Government of Canada, Ottawa, K2H 8S2, Canada

The singular value decomposition (svd) is usually calculated by the Golub/Kahan QR algorithm. Two simple alternative methods for the partial or complete svd are described which are suited for special applications. Both of these can be implemented easily by the user, even on low-capacity microcomputers. Various properties and limitations of these two methods are discussed.

Received May 1985.

* Faculty of Administration, University of Ottawa, Ottawa, Ontario K1N 9B5, Canada

§ Department of Communications, Government of Canada, Ottawa, K2H 8S2, Canada


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