An application of the discrete Lotka–Volterra system with variable step-size to singular value computation

Abstract

The discrete Lotka–Volterra system with variable step-size is applied to a numerical algorithm for computing singular values. A new version of integrable singular value decomposition algorithm is designed, where the step-size δ is then a stepwise parameter δ(n). Some examples demonstrate that a better choice of the step-size gives a benefit in both convergence speed and numerical accuracy.