Certified Singular Value Decomposition
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Abstract

In this paper, we present an efficient algorithm for the certification of numeric singular value decompositions (SVDs) in the regular case, i.e., in the case when all the singular values are pairwise distinct. Our algorithm is based on a Newton-like iteration that can also be used for doubling the precision of an approximate numerical solution.

Authors: Joris van der Hoeven, Jean-Claude Yakoubsohn

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