| Affiliation: | (1) Computer Science Division and Mathematics Dept., University of California, Berkeley, CA 94720, USA;(2) Mathematics Dept., Massachusetts Institute of Technology, Cambridge, MA 02139, USA |
| Abstract: | Summary. We present a new O(n3) algorithm which computes the SVD of a weakly diagonally dominant M-matrix to high relative accuracy. The algorithm takes as an input the offdiagonal entries of the matrix and its row sums.Mathematics Subject Classification (1991): 65F15Revised version received September 19, 2003This material is based in part upon work supported by the LLNL Memorandum Agreement No. B504962 under DOE Contract No. W-7405-ENG-48, DOE Grants No. DE-FG03-94ER25219, DE-FC03-98ER25351 and DE-FC02-01ER25478, NSF Grant No. ASC-9813362, and Cooperative Agreement No. ACI-9619020. |
