| 摘要 |
The present invention provides a singular value decomposition apparatus that can perform processing in parallel at high speed and high accuracy. The singular value decomposition apparatus comprises a matrix dividing portion 14 that repeatedly divides a bidiagonal matrix B into two bidiagonal matrices, a singular value decomposition portion 15 that performs singular value decomposition on the bidiagonal matrices after the division, a singular value computing portion 17 that repeatedly computes singular values of the bidiagonal matrix that is the division origin and matrix elements of the bidiagonal matrix that is the division origin based on singular values and matrix elements, which are a part of elements of left and right orthogonal matrices constituted by singular vectors, the singular values and the singular vectors being obtained by the singular value decomposition portion 15 performing singular value decomposition, until a singular value of the bidiagonal matrix B is computed, and a singular vector computing portion 19 that computes a singular vector of the bidiagonal matrix B based on the bidiagonal matrix B and the singular value thereof using twisted factorization.
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