An accurate product SVD algorithm (Q1180470)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An accurate product SVD algorithm |
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An accurate product SVD algorithm (English)
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27 June 1992
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A new algorithm is presented to compute the singular value decomposition of a product of 3 matrices, without explicitly forming the product. The method is based on a preliminary reduction of all three matrices to upper triangular form, followed by a product Jacobi-SVD algorithm. An error analysis and a proof of numerical stability, as well as numerical examples are provided.
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singular value decomposition
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product Jacobi-SVD algorithm
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error analysis
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numerical stability
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numerical examples
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