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Fast algorithm of the singular value decomposition

Research Project

Project/Area Number 23860014
Research Category

Grant-in-Aid for Research Activity Start-up

Allocation TypeSingle-year Grants
Research Field Engineering fundamentals
Research InstitutionThe University of Tokyo

Principal Investigator

AISHIMA KENSUKE  東京大学, 情報理工学(系)研究科, 助教 (40609658)

Project Period (FY) 2011-08-24 – 2013-03-31
Project Status Completed (Fiscal Year 2013)
Budget Amount *help
¥2,340,000 (Direct Cost: ¥1,800,000、Indirect Cost: ¥540,000)
Fiscal Year 2012: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2011: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Keywords線形計算
Research Abstract

Matrix singular value decomposition plays an important role in many application areas. In this study, we have improved the differential quotient difference with shifts (dqds) algorithm, which is one of the most efficient iterative algorithms of bidiagonal SVD. We have incorporated a new aggressive deflation into the dqds. Our algorithm is faster than the original algorithm. Also we showed convergence rates of the dqds. Furthermore, we proposed a new multishift QR algorithm for symmetric eigenvalue problems. We also proved its global convergence.

Report

(3 results)
  • 2013 Final Research Report ( PDF )
  • 2012 Annual Research Report
  • 2011 Annual Research Report
  • Research Products

    (16 results)

All 2014 2012 2011 Other

All Journal Article (4 results) (of which Peer Reviewed: 4 results) Presentation (9 results) Remarks (3 results)

  • [Journal Article] A note on the Rayleigh quotient iteration for symmetric eigenvalue problems2014

    • Author(s)
      K. Aishima
    • Journal Title

      Japan Journal of Industrial and Applied Mathematics

      Volume: -

    • NAID

      210000161378

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] dqds with Aggressive Early Deflation2012

    • Author(s)
      Y. Nakatsukasa, K. Aishima, I. Yamazaki
    • Journal Title

      SIAM Journal on Matrix Analysis and Applications

      Volume: vol. 33 Issue: 1 Pages: 22-51

    • DOI

      10.1137/110821330

    • Related Report
      2013 Final Research Report 2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A Wilkinson-like Multishift QR Algorithm for Symmetric Eigenvalue Problems and Its Global Convergence2012

    • Author(s)
      K. Aishima, T. Matsuo, K. Murota, M. Sugihara
    • Journal Title

      Journal of Computational and Applied Mathematics

      Volume: vol. 236 Issue: 15 Pages: 3556-3560

    • DOI

      10.1016/j.cam.2011.04.012

    • Related Report
      2013 Final Research Report 2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A Note on the dqds Algorithm with Rutishauser's Shift for Singular Values2011

    • Author(s)
      K. Aishima, T. Matsuo, K. Murota
    • Journal Title

      Japan Journal of Industrial and Applied Mathematics

      Volume: vol. 28 Issue: 2 Pages: 251-262

    • DOI

      10.1007/s13160-011-0037-x

    • NAID

      10029520708

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Presentation] dqds with aggressive deflation for singular values2012

    • Author(s)
      K. Aishima, Yuji Nakatsukasa, Ichitaro Yamazaki
    • Organizer
      12th Advanced Supercomputing Environment (ASE) Seminar
    • Place of Presentation
      Tokyo, the University of Tokyo
    • Year and Date
      2012-04-25
    • Related Report
      2013 Final Research Report
  • [Presentation] dqds with aggressive deflation for singular values2012

    • Author(s)
      Y. Nakatasuokasa, K. Aishima, I. Yamazaki
    • Organizer
      12th Advanced Supercomputing Environment(ASE) Seminar
    • Place of Presentation
      東京大学(招待講演)
    • Year and Date
      2012-04-25
    • Related Report
      2011 Annual Research Report
  • [Presentation] 行列の特異値を計算するdqds法について2012

    • Author(s)
      相島健助
    • Organizer
      第12回岐阜数理科学セミナー
    • Place of Presentation
      岐阜大学
    • Year and Date
      2012-01-12
    • Related Report
      2013 Final Research Report
  • [Presentation] dqds with aggressive early deflation for computing singular values2012

    • Author(s)
      K. Aishima, Yuji Nakatsukasa, Ichitaro Yamazaki
    • Organizer
      SIAM Conference on Applied Linear Algebra
    • Place of Presentation
      Valencia, Spain
    • Related Report
      2013 Final Research Report
  • [Presentation] Stability theorem of the dqds with aggressive deflation for singular values2012

    • Author(s)
      K. Aishima, Yuji Nakatsukasa, Ichitaro Yamazaki
    • Organizer
      9th International Workshop on Accurate Solution of Eigenvalue Problems
    • Place of Presentation
      California, America
    • Related Report
      2013 Final Research Report
  • [Presentation] コレスキーLR法の収束性解析2012

    • Author(s)
      相島健助, 松尾宇泰, 杉原正顯
    • Organizer
      日本応用数理学会2012年度年会
    • Place of Presentation
      稚内ホテル日航
    • Related Report
      2013 Final Research Report
  • [Presentation] 対称固有値問題に対するレイリー商反復法に対する一注意2012

    • Author(s)
      相島健助, 松尾宇泰, 杉原正顯
    • Organizer
      日本応用数理学会2012年研究部会連合発表会
    • Place of Presentation
      九州大学
    • Related Report
      2013 Final Research Report
  • [Presentation] Wilkinsonシフト付きQR法に対する全成分の収束の理論保証2011

    • Author(s)
      相島健助,松尾宇泰,杉原正顯
    • Organizer
      日本応用数理学会「行列・固有値の解法とその応用」研究部会第12回研究会
    • Place of Presentation
      国立情報学研究所
    • Year and Date
      2011-11-21
    • Related Report
      2013 Final Research Report
  • [Presentation] 行列の特異値を求めるアグレッシブデフレーション付きdqds法2011

    • Author(s)
      相島健助, 中務佑治, 山崎市太郎
    • Organizer
      応用数学合同研究集会
    • Place of Presentation
      龍谷大学
    • Related Report
      2013 Final Research Report
  • [Remarks]

    • URL

      http://www.sr3.t.u-tokyo.ac.jp/~aishima/

    • Related Report
      2013 Final Research Report
  • [Remarks] Research

    • URL

      http://www.sr3.t.u-tokyo.ac.jp/~aishima/research.html

    • Related Report
      2012 Annual Research Report
  • [Remarks]

    • URL

      http://www.sr3.t.u-tokyo.ac.jp/~aishima/research.html

    • Related Report
      2011 Annual Research Report

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Published: 2011-09-05   Modified: 2019-07-29  

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