P. Arbenz et I. Slapnicar, ON AN IMPLEMENTATION OF A ONE-SIDED BLOCK JACOBI METHOD ON A DISTRIBUTED-MEMORY COMPUTER, Zeitschrift fur angewandte Mathematik und Mechanik, 76, 1996, pp. 343-344
We show that one-sided block Jacobi method for computing the singular
value decomposition can be implemented on, distributed memory computer
s with message passing communication model in a highly scalable manner
. The algorithm is highly acc urate and can also be used to compute th
e eigenvalue decomposition of a symmetric matrix.