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HIGH-SPEED HIGH-ACCURACY MATRIX SINGULAR VALUE DECOMPOSITION METHOD, PROGRAM, AND DEVICE. achieved

Foreign code F110004061
File No. K07601WO
Posted date Jul 8, 2011
Country EPO
Application number 05746027
Gazette No. 1752884
Gazette No. 1752884
Date of filing Jun 1, 2005
Gazette Date Feb 14, 2007
Gazette Date Apr 3, 2013
International application number WO2005JP10084
Date of international filing Jun 1, 2005
Priority data
  • P2004-166437 (Jun 3, 2004) JP
Title HIGH-SPEED HIGH-ACCURACY MATRIX SINGULAR VALUE DECOMPOSITION METHOD, PROGRAM, AND DEVICE. achieved
Abstract

A singular value decomposition method according to the present invention is a method for performing a singular value decomposition on an arbitrary matrix A using a computer, the method including the steps of: performing an upper bidiagonalization on the matrix A so as to obtain an upper bidiagonal matrix B of the matrix A

obtaining at least one singular value à of the matrix B as singular values of the matrix A

and obtaining a singular vector of the matrix A for the Ã. The step of obtaining a singular vector of the matrix A includes a step of performing a Twisted decomposition on a matrix B T B-Ã 2 I (where I is a unit matrix) by using a Miura inverse transformation, an sdLVvs transformation, an rdLVvs transformation and a Miura transformation so as to diagonalize a matrix B T B.

  • Applicant
  • JAPAN SCIENCE AND TECHNOLOGY AGENCY
  • Inventor
  • NAKAMURA, YOSHIMASA
  • IWASAKI, MASASHI
  • SAKANO, SHINYA
IPC(International Patent Classification)
Reference ( R and D project ) PRESTO The Innovation of Simulation Technology and the Construction of Foundations for its Practical Use AREA
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