Condition Number and Backward Error for the Generalized Singular Value Decomposition

DOI10.1137/S0895479898348854zbMath0976.65040OpenAlexW2069696536MaRDI QIDQ2706259

Ji-guang Sun

Publication date: 19 March 2001

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895479898348854

zbMATH Keywords

numerical examplescondition numbermatrix pairsingular value decompositionsbackward errorgeneralized singular valuegeneralized singular vector group

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items

Perturbation analysis for the sign functions of regular matrix pairs, On worst-case condition numbers of a multiple nonzero finite generalized singular value, A note on simple nonzero finite generalized singular values, Sensitivity analysis for the generalized singular value decomposition, Analytical solutions of a class of matrix function optimization problems with unitary constraints, Rescaling the GSVD with application to ill-posed problems, On the Explicit Expression of Chordal Metric between Generalized Singular Values of Grassmann Matrix Pairs with Applications, Analytic solutions of a class of extended constrained matrix maximization problems, An extension of analytic solutions of a class of constrained matrix minimization problems

Uses Software

• mctoolbox