Implicit-shifted Symmetric QR Singular Value Decomposition of 3x3 Matrices

Abstract : Computing the Singular Value Decomposition (SVD) of 3 x 3 matrices is commonplace in 3D computational mechanics and computer graphics applications. We present a C ++ implementation of implicit symmetric QR SVD with Wilkinson shift. The method is fast and robust in both float and double precisions. We also perform a benchmark test to study the performance compared to other popular algorithms.