On graded QR decompositions of products of matrices (Q1920171)
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English | On graded QR decompositions of products of matrices |
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On graded QR decompositions of products of matrices (English)
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20 August 1996
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The author introduces a new method to compute the singular values and vectors of a product of \(n \times n\) matrices. The method is based on the successive factorization \(A_1 A_2 \dots A_m = QRP^T\), where \(Q\) is orthogonal, \(R\) is graded upper triangular, and \(P\) is a permutation matrix.
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QR decomposition
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singular value decomposition
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matrix products
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