The product-product singular value decomposition of matrix triplets (Q1182623)
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English | The product-product singular value decomposition of matrix triplets |
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The product-product singular value decomposition of matrix triplets (English)
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28 June 1992
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The product-product singular value decomposition is a kind of generalized singular value decomposition which arises out of certain matrix approximation problems with rank constraints. The existence of two versions of such decompositions is proved and an algorithm for the actual computation is sketched.
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matrix product
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implicit Kogbetliantz technique
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product-product singular value decomposition
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rank constraints
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algorithm
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