An implicit Jacobi-like method for computing generalized hyperbolic SVD

DOI10.1016/S0024-3795(02)00394-4MaRDI QIDQ1855444zbMATH OpenFDO

Authors Adam W. Bojanczyk

Publication date 5 February 2003

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

Full work available at URL https://doi.org/10.1016/S0024-3795(02)00394-4

zbMATH Keywords

eigenvalueseigenvectorshyperbolic singular value decompositionhyperbolic transformationshyperbolic-orthogonal decompositionJacobi methodsymmetric definite pencil

Mathematics Subject Classification ID

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

Review text

The authors propose a joint hyperbolic-orthogonal decomposition of two matrices. The proposed decomposition can be used to find the eigenvalues and eigenvectors of a symmetric positive definite pencil \(X^{T}X-\lambda Y^{T}\Phi Y\) where \(\Phi=\text{diag}(\pm 1)\).

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Cited in

(4)

• A note on the hyperbolic singular value decomposition without hyperexchange matrices
• The LAPW method with eigendecomposition based on the Hari-Zimmermann generalized hyperbolic SVD
• Computational Science - ICCS 2004
• On the two-sided perplectic singular value decomposition and perplectically diagonalizable matrices

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