HIGH-SPEED HIGH-ACCURACY MATRIX SINGULAR VALUE DECOMPOSITION METHOD, PROGRAM, AND DEVICE
A singular value decomposition method for decomposing a singular value of a given matrix A by means of a computer. The method comprises steps of upper-double-diagonalizing the matrix A to determine an upper-double-diagonalized matrix B of the matrix A, determining a singular value .sigma. of the matrix B as the singular value of the matrix A, and determining the singular vector of the matrix A for .sigma.. The step of determining the singular vector of the matrix A includes a substep of twisted-decomposing a matrix BTB-.sigma.2I (I is a unit matrix) by using the Miura inverse transformation, the sdLVvs transformation, the rdLVvs transformation, and the Miura transformation to diagonalize the matrix BTB.