A GPU-based hyperbolic SVD algorithm

V Novaković, S Singer - BIT numerical mathematics, 2011 - Springer
A one-sided Jacobi hyperbolic singular value decomposition (HSVD) algorithm, using a
massively parallel graphics processing unit (GPU), is developed. The algorithm also serves …

An indefinite variant of LOBPCG for definite matrix pencils

D Kressner, MM Pandur, M Shao - Numerical Algorithms, 2014 - Springer
In this paper, we propose a novel preconditioned solver for generalized Hermitian
eigenvalue problems. More specifically, we address the case of a definite matrix pencil A− λ …

Convergence of the cyclic and quasi-cyclic block Jacobi methods

V Hari, E Begovic - arXiv preprint arXiv:1604.05825, 2016 - arxiv.org
The paper studies the global convergence of the block Jacobi me\-thod for symmetric
matrices. Given a symmetric matrix $ A $ of order $ n $, the method generates a sequence of …

Blocking and parallelization of the Hari–Zimmermann variant of the Falk–Langemeyer algorithm for the generalized SVD

V Novaković, S Singer, S Singer - Parallel computing, 2015 - Elsevier
The paper describes how to modify the two-sided Hari–Zimmermann algorithm for
computation of the generalized eigenvalues of a matrix pair (A, B), where B is positive …

[HTML][HTML] Full block J-Jacobi method for Hermitian matrices

V Hari, S Singer, S Singer - Linear Algebra and its Applications, 2014 - Elsevier
The paper considers convergence, accuracy and efficiency of a block J-Jacobi method. The
method is a proper BLAS 3 generalization of the known method of Veselić for computing the …

Globally convergent Jacobi methods for positive definite matrix pairs

V Hari - Numerical algorithms, 2018 - Springer
The paper derives and investigates the Jacobi methods for the generalized eigenvalue
problem A x= λ B x, where A is a symmetric and B is a symmetric positive definite matrix. The …

Convergence of the complex block Jacobi methods under the generalized serial pivot strategies

EB Kovač, V Hari - Linear algebra and its applications, 2024 - Elsevier
The paper considers the convergence of the complex block Jacobi diagonalization methods
under the large set of the generalized serial pivot strategies. The global convergence of the …

A hierarchically blocked Jacobi SVD algorithm for single and multiple graphics processing units

V Novakovic - SIAM journal on scientific computing, 2015 - SIAM
We present a hierarchically blocked one-sided Jacobi algorithm for the singular value
decomposition (SVD), targeting both single and multiple graphics processing units (GPUs) …

Convergence to diagonal form of block Jacobi-type methods

V Hari - Numerische Mathematik, 2015 - Springer
We provide sufficient conditions for the general sequential block Jacobi-type method to
converge to the diagonal form for cyclic pivot strategies which are weakly equivalent to the …

Three-level parallel J-Jacobi algorithms for Hermitian matrices

S Singer, S Singer, V Novaković, D Davidović… - Applied mathematics …, 2012 - Elsevier
The paper describes several efficient parallel implementations of the one-sided hyperbolic
Jacobi-type algorithm for computing eigenvalues and eigenvectors of Hermitian matrices. By …