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REFERENCES
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REFERENCES
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NOTE: This list is new will hopefully grow rapidly. I would like to move towards
making Elemental (and my other open source efforts) closer to
publications.
[1] Paolo Bientinesi, Brian Gunter, and Robert A. van de Geijn,
"Families of algorithms related to the inversion of a Symmetric Positive
Definite matrix", ACM Transactions on Mathematical Software, Vol. 35,
Issue 1, pp. 3:1--3:22, 2008.
NOTE: The variant 2 algorithm from Fig. 9 was parallelized for Elemental's
HPD inversion.
[2] Tony F. Chan, "An improved algorithm for computing the Singular Value
Decomposition", ACM Transactions on Mathematical Software, Vol. 8, Issue 1,
pp. 72--83, 1982.
http://www.stat.uchicago.edu/~lekheng/courses/324/chan.pdf
NOTE: This paper introduced the idea of using a QR decomposition as a first
step in the SVD of a non-square matrix in order to accelerate the
computation.
[3] Gene H. Golub and Christian Reinsch, "Singular value decomposition and
least squares solutions", Numerische Mathematik, Vol. 14, No. 5,
pp. 403--420, 1970.
NOTE: This paper introduced the standard algorithm for computing the SVD.
[4] Gene H. Golub and Charles F. van Loan, "Matrix Computations", 3rd edition,
Johns Hopkins University Press, Baltimore, 1996.
NOTE: Added for definition of Kahan matrix (pg. 260)
[5] Ming Gu and Stanley Eisenstat, "Efficient algorithms for computing a strong
rank-revealing QR factorization", SIAM Journal on Scientific Computing,
Vol. 17, Issue 4, pp. 848--869, 1996.
NOTE: Standard reference for RRQR factorizations, which will hopefully be
added to Elemental in the near future.
[6] Zhongxiao Jia, "Using cross-product matrices to compute the SVD",
Numerical Algorithms, 42:31--61, 2006.
http://faculty.math.tsinghua.edu.cn/~zjia/jianumalgo.pdf
NOTE: This paper could serve as a foundation for achieving high absolute
accuracy in a cross-product based algorithm for computing the SVD.
Such an approach should be more scalable than the current
bidiagonalization-based approach.