A numerical algorithm for computing the restricted singular value decomposition of matrix triplets (Q1189620): Difference between revisions
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| Language | Label | Description | Also known as |
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| English | A numerical algorithm for computing the restricted singular value decomposition of matrix triplets |
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A numerical algorithm for computing the restricted singular value decomposition of matrix triplets (English)
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27 September 1992
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For a triplet of matrices \(A\), \(B\), \(C\) arising for example in linear control systems \(x=Ax+Bu\), \(y=Cx\) an algorithm is given to compute the restricted singular value decomposition of the triplet. The method is based on a reduction step to get a regular triplet that can be treated by the Kogbetliantz algorithm followed by some rank computations. Numerical examples are given.
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rank detection
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triplet of matrices
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linear control systems
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singular value decomposition
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Kogbetliantz algorithm
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Numerical examples
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