A new algorithm for the SVD of a long product of matrices and the stability of products (Q1381046)

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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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