A Tangent Algorithm for Computing the Generalized Singular Value Decomposition

DOI10.1137/S0036142995289883MaRDI QIDQ4210306zbMATH OpenOpenAlexFDO

Authors Zlatko Drmač

Publication date 21 September 1998

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0036142995289883

zbMATH Keywords

generalized eigenvalue problemgeneralized singular value decompositionJacobi methodrelative accuracytangent algorithm

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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Cited in

(20)

• Computing the generalized singular values/vectors of large sparse or structured matrix pairs
• On choices of formulations of computing the generalized singular value decomposition of a large matrix pair
• On the global convergence of the block Jacobi method for the positive definite generalized eigenvalue problem
• The high relative accuracy of the HZ method
• On the quadratic convergence of the complex HZ method for the positive definite generalized eigenvalue problem
• On the complex Falk-Langemeyer method
• An algorithm for the generalized singular value decomposition on massively parallel computers
• Globally convergent Jacobi methods for positive definite matrix pairs
• Two harmonic Jacobi-Davidson methods for computing a partial generalized singular value decomposition of a large matrix pair
• On accurate quotient singular value computation in floating-point arithmetic
• An algorithm for the computation of the G-singular values of a matrix
• Computing the Generalized Singular Value Decomposition
• Simultaneous multidiagonalization for the CS decomposition
• On the explicit expression of chordal metric between generalized singular values of Grassmann matrix pairs with applications
• Verification Algorithms for Generalized Singular Values
• Accurate computation of generalized eigenvalues of regular SR-BP pairs
• Geometric inexact Newton method for generalized singular values of Grassmann matrix pair
• On the global convergence of the complex HZ method
• A qd-type method for computing generalized singular values of BF matrix pairs with sign regularity to high relative accuracy
• Double-variable trace maximization for extreme generalized singular quartets of a matrix pair: a geometric method

Describes a project that uses

Uses Software

• mctoolbox
• BLAS

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