An SVD-like matrix decomposition and its applications

DOI10.1016/S0024-3795(03)00370-7zbMath1025.15016WikidataQ55968401 ScholiaQ55968401MaRDI QIDQ1399229

Hong-guo Xu

Publication date: 30 July 2003

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

singular value decompositioneigenvalue problemJordan canonical formfactorizationskew-symmetric matrixHamiltonian matrixsymplectic matrixSchur formorthogonal (unitary) symplectic matrix

Mathematics Subject Classification ID

Factorization of matrices (15A23) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Eigenvalues, singular values, and eigenvectors (15A18) Hermitian, skew-Hermitian, and related matrices (15B57) Canonical forms, reductions, classification (15A21)

Related Items (23)

Reduced basis methods for time-dependent problems ⋮ On the conditioning of factors in the SR decomposition ⋮ Optimal unit triangular factorization of symplectic matrices ⋮ An iterative method for computing a symplectic SVD-like decomposition ⋮ Diagonalizability with respect to perplectic and pseudo-unitary similarity transformations ⋮ Smooth singular value decomposition on the symplectic group and Lyapunov exponents approximation ⋮ Algebraic/combinatorial proofs of Cayley-type identities for derivatives of determinants and Pfaffians ⋮ Structure Preserving Model Reduction of Parametric Hamiltonian Systems ⋮ On computing the symplectic \(LL^T\) factorization ⋮ Fifty Three Matrix Factorizations: A Systematic Approach ⋮ Structure preserving parallel algorithms for solving the Bethe-Salpeter eigenvalue problem ⋮ Optimization on the symplectic Stiefel manifold: SR decomposition-based retraction and applications ⋮ Structure-preserving model order reduction of Hamiltonian systems ⋮ The hyperbolic Schur decomposition ⋮ Exact low-order polynomial expressions to compute the Kolmogoroff–Nagumo mean in the affine symplectic group of optical transference matrices ⋮ Unit Triangular Factorization of the Matrix Symplectic Group ⋮ Experimental Comparison of Symplectic and Non-symplectic Model Order Reduction on an Uncertainty Quantification Problem ⋮ Multiple classical limits in relativistic and nonrelativistic quantum mechanics ⋮ Several observations on symplectic, Hamiltonian, and skew-Hamiltonian matrices ⋮ An oscillation criterion for discrete trigonometric systems ⋮ On the diagonalizability of a matrix by a symplectic equivalence, similarity or congruence transformation ⋮ The Structured Condition Number of a Differentiable Map between Matrix Manifolds, with Applications ⋮ On the two-sided perplectic singular value decomposition and perplectically diagonalizable matrices

Cites Work

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• Canonical forms for Hamiltonian and symplectic matrices and pencils
• An eigenvalue algorithm for skew-symmetric matrices
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• A Hamiltonian $QR$ Algorithm
• A Note on the Stable Decomposition of Skew-Symmetric Matrices
• Numerical solution of the discrete-time periodic Riccati equation
• Numerical Computation of Deflating Subspaces of Skew-Hamiltonian/Hamiltonian Pencils
• Accurate Eigensystem Computations by Jacobi Methods
• A Numerical Method for Computing an SVD-like Decomposition

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