A note on the hyperbolic singular value decomposition without hyperexchange matrices

DS Shirokov - Journal of Computational and Applied Mathematics, 2021 - Elsevier
We present a new formulation of the hyperbolic singular value decomposition (HSVD) for an
arbitrary complex (or real) matrix without hyperexchange matrices and redundant invariant …

On the quadratic convergence of the complex HZ method for the positive definite generalized eigenvalue problem

V Hari - Linear Algebra and its Applications, 2022 - Elsevier
The paper proves the quadratic convergence of the complex HZ method for solving the
positive definite generalized eigenvalue problem. The proof is made for a general cyclic …

On the global convergence of the complex HZ method

V Hari - SIAM journal on matrix analysis and applications, 2019 - SIAM
The paper considers a Jacobi method for solving the generalized eigenvalue problem
Ax=λBx, where A and B are complex Hermitian matrices and B is positive definite. The …

A Kogbetliantz-type algorithm for the hyperbolic SVD

V Novaković, S Singer - Numerical algorithms, 2022 - Springer
In this paper, a two-sided, parallel Kogbetliantz-type algorithm for the hyperbolic singular
value decomposition (HSVD) of real and complex square matrices is developed, with a …

Vectorization of a thread-parallel Jacobi singular value decomposition method

V Novaković - SIAM journal on scientific computing, 2023 - SIAM
The eigenvalue decomposition (EVD) of (a batch of) Hermitian matrices of order two has a
role in many numerical algorithms, of which the one-sided Jacobi method for the singular …

Implicit Hari–Zimmermann algorithm for the generalized SVD on the GPUs

V Novaković, S Singer - The International Journal of High …, 2021 - journals.sagepub.com
A parallel, blocked, one-sided Hari–Zimmermann algorithm for the generalized singular
value decomposition (GSVD) of a real or a complex matrix pair (F, G) is here proposed …

On the global convergence of the block Jacobi method for the positive definite generalized eigenvalue problem

V Hari - Calcolo, 2021 - Springer
The paper proves the global convergence of a general block Jacobi method for the
generalized eigenvalue problem A x= λ B x A x= λ B x with symmetric matrices AA, BB such …

Batched computation of the singular value decompositions of order two by the AVX-512 vectorization

V Novaković - Parallel processing letters, 2020 - World Scientific
In this paper a vectorized algorithm for simultaneously computing up to eight singular value
decompositions (SVDs, each of the form A= U Σ V∗) of real or complex matrices of order two …