An implicit Jacobi-like method for computing generalized hyperbolic SVD (Q1855444)
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| Language | Label | Description | Also known as |
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| English | An implicit Jacobi-like method for computing generalized hyperbolic SVD |
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An implicit Jacobi-like method for computing generalized hyperbolic SVD (English)
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5 February 2003
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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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hyperbolic singular value decomposition
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hyperbolic transformations
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symmetric definite pencil
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Jacobi method
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hyperbolic-orthogonal decomposition
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eigenvalues
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eigenvectors
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