On accurate quotient singular value computation in floating-point arithmetic (Q2706293)

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scientific article; zbMATH DE number 1578918
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    On accurate quotient singular value computation in floating-point arithmetic
    scientific article; zbMATH DE number 1578918

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      19 March 2001
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      generalized singular value decomposition
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      generalized eigenvalue problem
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      Jacobi method
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      regularization
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      relative accuracy
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      algorithm
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      tangent algorithm
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      On accurate quotient singular value computation in floating-point arithmetic (English)
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      The authors propose a new algorithm for floating-point computation of the quotient singular value decomposition of an arbitrary matrix pair \((A,B)\in \mathbb{R}^{m\times n}\times \mathbb{R}^{p\times n}\). The algorithm proposed in the paper is an improvement and generalization of the tangent algorithm and it is designed to reduce a general pair \((A,B)\) to a (regular) pair with finite quotient singular values.
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