Implicit Cholesky algorithms for singular values and vectors of triangular matrices
K.V. Fernando, Beresford Ν. Parlett · Numerical Linear Algebra with Applications · 1995
Abstract The implicit Cholesky algorithm has been developed by several authors during the last 10 years but under different names. We identify the algorithm with a special version of Rutishauser's LR algorithm. Intermediate quantities in the transformation furnish several attractive approximations to the smallest singular value. The paper extols the advantages of using shifts with the algorithm. The nonorthogonal transformations improve accuracy.