QR Algorithm - Other Variants

Other Variants

One variant of the QR algorithm, the Golub-Kahan-Reinsch algorithm starts with reducing a general matrix into a bidiagonal one. This variant of the QR algorithm for the computation of eigenvalues, which was first described by Golub & Kahan (1965). The LAPACK subroutine DBDSQR implements this iterative method, with some modifications to cover the case where the singular values are very small (Demmel & Kahan 1990). Together with a first step using Householder reflections and, if appropriate, QR decomposition, this forms the DGESVD routine for the computation of the singular value decomposition.

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