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

摘要

A singular value decomposition method for decomposing a singular value of agiven matrix A by means of a computer. The method comprises steps of upper-double-diagonalizing the matrix A to determine an upper-double-diagonalizedmatrix B of the matrix A, determining a singular value .sigma. of the matrix Bas the singular value of the matrix A, and determining the singular vector ofthe matrix A for .sigma.. The step of determining the singular vector of thematrix A includes a substep of twisted-decomposing a matrix BTB-.sigma.2I (Iis a unit matrix) by using the Miura inverse transformation, the sdLVvstransformation, the rdLVvs transformation, and the Miura transformation todiagonalize the matrix BTB.