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.
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Mathematics Subject Classification (1991): 65F15
Revised version received September 19, 2003
This 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.
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Demmel, J., Koev, P. Accurate SVDs of weakly diagonally dominant M-matrices. Numer. Math. 98, 99–104 (2004). https://doi.org/10.1007/s00211-004-0527-8
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DOI: https://doi.org/10.1007/s00211-004-0527-8