Computing the SVD of a general matrix product/quotient (Q2706236)
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scientific article; zbMATH DE number 1578866
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| English | Computing the SVD of a general matrix product/quotient |
scientific article; zbMATH DE number 1578866 |
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19 March 2001
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matrix decomposition
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products of matrices
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quotients of matrices
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Golub-Kahan method
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singular value decomposition
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Computing the SVD of a general matrix product/quotient (English)
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A new algorithm is presented for constructing a unitary decomposition of a matrix which is given as a sequence of matrices in product or quotient form. The method is related to the classical Golub-Kahan method for computing the singular value decomposition (SVD) of a single matrix in that it constructs a bidiagonal form of the sequence as an intermediate result. The main advantage of the new method lies in the fact that this bidiagonal form is so accurate.
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0.8492482900619507
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0.8188339471817017
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0.8063692450523376
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