Approximation of matrices and a family of Gander methods for polar decomposition (Q2502315)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Approximation of matrices and a family of Gander methods for polar decomposition
scientific article

    Statements

    Approximation of matrices and a family of Gander methods for polar decomposition (English)
    0 references
    0 references
    0 references
    0 references
    12 September 2006
    0 references
    The authors consider the problem of approximating a rectangular complex matrix and provide two solutions: the approximation by subunitary matrices with respect to the unitary invariant norm and the minimal rank approximation with respect to the spectral norm. Iterative algorithms are proposed for both approximations. One of these algorithms is based on the family of Gander methods, which are investigated in details. Some well-built numerical experiments enlighten the effectiveness of the proposed methods, which are compared with methods based on the singular value decomposition.
    0 references
    approximation by subunitary matrices
    0 references
    minimal rank approximation
    0 references
    polar decomposition
    0 references
    family of Gander method
    0 references
    comparison of methods
    0 references
    iterative algorithms
    0 references
    numerical experiments
    0 references

    Identifiers