A PARALLEL ALGORITHM FOR COMPUTING THE GENERALIZED SINGULAR-VALUE DECOMPOSITION

Authors
Citation
Zj. Bai, A PARALLEL ALGORITHM FOR COMPUTING THE GENERALIZED SINGULAR-VALUE DECOMPOSITION, Journal of parallel and distributed computing, 20(3), 1994, pp. 280-288
Citations number
30
Categorie Soggetti
Computer Sciences","Computer Science Theory & Methods
ISSN journal
07437315
Volume
20
Issue
3
Year of publication
1994
Pages
280 - 288
Database
ISI
SICI code
0743-7315(1994)20:3<280:APAFCT>2.0.ZU;2-9
Abstract
A parallel algorithm for computing the generalized singular value deco mposition of two matrices A and B having the same number of columns is described in this paper. The algorithm is designed for efficient impl ementation on distributed-memory parallel computer architectures. The time cost is O(n2) units for parallel preprocessing, and O(n2/p) units for the GSVD of two upper trapezoidal matrices, where p is the dimens ion of the triangular array of processors. (C) 1994 Academic Press. In c.