AN EFFICIENT AND ACCURATE PARALLEL ALGORITHM FOR THE SINGULAR-VALUE PROBLEM OF BIDIAGONAL MATRICES

In this paper we propose an algorithm based on Laguerrre's iteration, rank two divide-and-conquer technique and a hybrid strategy for comput ing singular values of bidiagonal matrices. The algorithm is fully par allel in nature and evaluates singular values to tiny relative error i f necessary. It is competitive with QR algorithm in serial mode in spe ed and advantageous in computing partial singular values. Error analys is and numerical results are presented.