Computing the singular values of a complex matrix using one-sided Jacobi method on the Intel-Paragon machine

An algorithm for computing the singular values of a complex matrix based on Rijk's improvement of the one-sided Jacobi method [12] is developed. The a im was to find the most efficient Jacobi algorithm for the complex case ret aining the same characteristics of numerical stability. Its parallelisation is given for MIMD machines and in particular the tests have been done on t he Intel-Paragon machine with an estimation of a maximum of 55% gain in com putation time between the classical algorithm and the improved one.