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Bidiagonal matrix
In mathematics, a bidiagonal matrix is a banded matrix with non-zero entries along the main diagonal and either the diagonal above or the diagonal below. This means there are exactly two non-zero diagonals in the matrix.
When the diagonal above the main diagonal has the non-zero entries the matrix is upper bidiagonal. When the diagonal below the main diagonal has the non-zero entries the matrix is lower bidiagonal.
For example, the following matrix is upper bidiagonal:
and the following matrix is lower bidiagonal:
One variant of the QR algorithm starts with reducing a general matrix into a bidiagonal one, and the singular value decomposition (SVD) uses this method as well.
Bidiagonalization allows guaranteed accuracy when using floating-point arithmetic to compute singular values.
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Bidiagonal matrix
In mathematics, a bidiagonal matrix is a banded matrix with non-zero entries along the main diagonal and either the diagonal above or the diagonal below. This means there are exactly two non-zero diagonals in the matrix.
When the diagonal above the main diagonal has the non-zero entries the matrix is upper bidiagonal. When the diagonal below the main diagonal has the non-zero entries the matrix is lower bidiagonal.
For example, the following matrix is upper bidiagonal:
and the following matrix is lower bidiagonal:
One variant of the QR algorithm starts with reducing a general matrix into a bidiagonal one, and the singular value decomposition (SVD) uses this method as well.
Bidiagonalization allows guaranteed accuracy when using floating-point arithmetic to compute singular values.