Computing the CS and the generalized singular value decompositions
If the columns of a matrix are orthonormal and it is partitioned into a 2-by-1 block matrix, then the singular value decompositions of the blocks are related. This is the essence of the CS decomposition. The computation of these related SVD's requires some care. Stewart has given an algorithm that uses the LIN-PACK SVD algorithm together with a Jacobi- type clean-up operation on a cross-product matrix. Our technique is equally stable and fast but avoids the cross product matrix. The simplicity of our technique makes it more amenable to parallel computation on systolic-type computer architectures. These developments are of interest because the best way to compute the generalized singular value decomposition of a matrix pair (A,B) is to compute the CS decomposition of a certain orthogonal column matrix related to A and B.
- A symplectic method for approximating all the eigenvalues of a Hamiltonian matrix
- Computing the CS decomposition of a partitioned orthonormal matrix
- Generalizing the Singular Value Decomposition
- scientific article; zbMATH DE number 3963085 (Why is no real title available?)
- scientific article; zbMATH DE number 3748409 (Why is no real title available?)
- scientific article; zbMATH DE number 3892457 (Why is no real title available?)
- On the Perturbation of Pseudo-Inverses, Projections and Linear Least Squares Problems
- Singular value decomposition and least squares solutions
- The Rotation of Eigenvectors by a Perturbation. III
- Towards a Generalized Singular Value Decomposition
- Computing the complete CS decomposition
- The general linear model of the generalized singular value decomposition
- A new matrix decomposition for signal processing
- History and generality of the CS decomposition
- Modifying the generalized singular value decomposition with application in direction-of-arrival finding
- Methods and algorithms of solving spectral problems for polynomial and rational matrices
- On a variational formulation of the QSVD and the RSVD
- Numerical methods and questions in the organization of calculus. XII. Transl. from the Russian
- Analytical best approximate Hermitian and generalized skew-Hamiltonian solution of matrix equation \(AXA^{\mathrm{H}}+CYC^{\mathrm{H}}=F\)
- A CS decomposition for orthogonal matrices with application to eigenvalue computation
- Accelerating the SVD block-Jacobi method
- Randomized generalized singular value decomposition
- Numerical algorithms for a sideways parabolic problem with variable coefficients
- A canonical CS representation of a pair of subspaces
- Divide and conquer the CS decomposition
- A New Preprocessing Algorithm for the Computation of the Generalized Singular Value Decomposition
- scientific article; zbMATH DE number 4143344 (Why is no real title available?)
- Computing the Generalized Singular Value Decomposition
- Simultaneous multidiagonalization for the CS decomposition
- On structure-preserving model reduction for damped wave propagation in transport networks
- A backward stable algorithm for computing the CS decomposition via the polar decomposition
- Computing the CS-Decomposition on Systolic Arrays
- Verification Algorithms for Generalized Singular Values
- A generalized CUR decomposition for matrix pairs
- Geometric inexact Newton method for generalized singular values of Grassmann matrix pair
- A qd-type method for computing generalized singular values of BF matrix pairs with sign regularity to high relative accuracy
- Fifty Three Matrix Factorizations: A Systematic Approach
- A Higher-Order Generalized Singular Value Decomposition for Rank-Deficient Matrices
- Double-variable trace maximization for extreme generalized singular quartets of a matrix pair: a geometric method
- Levenberg-Marquardt method with singular scaling and applications
- Randomized GCUR decompositions
- The discrete empirical interpolation method in class identification and data summarization
- Duality theory on generalized singular values and its applications
- Exact ground state of interacting electrons in magic angle graphene
- TRIPs-Py: techniques for regularization of inverse problems in Python
- Characterizing GSVD by singular value expansion of linear operators and its computation
- A contour integral-based algorithm for computing generalized singular values
- Estimator-correlator array processing: Theoretical underpinnings and adaptive implementation
- The joint bidiagonalization process with partial reorthogonalization
- A numerical method for computing the Hamiltonian Schur form
- Efficient diagonalization of oversized matrices on a distributed-memory multiprocessor
This page was built for publication: Computing the CS and the generalized singular value decompositions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q799335)
