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Golub and Kahan: computing singular values through bidiagonalization

Contribution grade

Numerical linear algebra · Numerical linear algebra

Reference score240,000Provisional editorial estimate of this exact contribution; its grade is assessed separately.

What changed

Golub and Kahan develop a two-stage scheme that reduces a rectangular matrix to bidiagonal form, then computes its singular values and paired vectors for pseudoinverse and least-squares calculations.

Scientific scope

Golub and Kahan develop a two-stage scheme that reduces a rectangular matrix to bidiagonal form, then computes its singular values and paired vectors for pseudoinverse and least-squares calculations. The target is the stated bidiagonalization and singular-value computation for finite matrices. Reduction, iterative diagonalization, convergence/stopping and floating-point behavior are distinct steps. Exact orthogonal transformations do not guarantee accurate small singular values under every numerical condition. Later stable implementations and performance improvements remain separate.

Evidence

Source-linked, scoped account of the original work. The published scope states the scientific assumptions and remaining verification limits. WRS has not independently certified the full proof, experimental result or system benchmark.

Contributors

Provisional WRS assessment, edition 2026-10-16.1. Independent expert calibration is pending. This grade does not certify correctness or assign ownership.

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