Numerical Stability of the Parallel Jacobi Method
Tristan Londré, Noah H. Rhee · SIAM Journal on Matrix Analysis and Applications · 2005
In this paper we study numerical stability of the parallel Jacobi method for computing the singular values and singular subspaces of an invertible upper triangular matrix that is obtained from QR decomposition with column pivoting. We show that in this case the parallel Jacobi method locates singular values and singular subspaces to full machine accuracy.