DBDSVDMR3: An MRRR-Based Bidiagonal SVD Solver Built from DSTEGR

James Demmel, Inderjit Dhillon, Sai Surya Duvvuri +3

The optimal algorithm for the symmetric tridiagonal eigenvalue problem is Multiple Relatively Robust Representations (MRRR or MR${}^3$), which is capable of computing $k$ eigenvalue/…