A new algorithm for the SVD of a long product of matrices and the stability of products (Q1381046)
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| Language | Label | Description | Also known as |
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| English | A new algorithm for the SVD of a long product of matrices and the stability of products |
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A new algorithm for the SVD of a long product of matrices and the stability of products (English)
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15 March 1998
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An LR type algorithm is derived to compute the singular values of a product of many matrices. A bound on the backward error on each of the matrices is derived and it is shown how hyperbolic rotations can be used to apply a shift to accelerate convergence. It is shown by numerical examples how the algorithm is useful to establish stability of matrix recurrences approximating dynamical systems.
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LR algorithm
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singular value decomposition
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numerical examples
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matrix recurrences
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dynamical systems
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error bound
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convergence acceleration
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