The Restricted Singular Value Decomposition: Properties and Applications (Q3977054)

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scientific article; zbMATH DE number 14574
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    The Restricted Singular Value Decomposition: Properties and Applications
    scientific article; zbMATH DE number 14574

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      The Restricted Singular Value Decomposition: Properties and Applications (English)
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      25 June 1992
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      restricted singular value decomposition
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      factorization
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      generalized eigenvalue problems
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      canonical correlation analysis
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      generalized matrix inverses
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      total linear least squares
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      generalized Schur complements
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      matrix balls
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      shorted operator
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      The restricted singular value decomposition (RSVD) is essentially the factorization of a given matrix relative to two other given matrices. The authors examine its properties and structure and its connection with generalized eigenvalue problems, canonical correlation analysis and other generalizations of the SVD. More than half of the paper is devoted to numerous important applications of the RSVD. For related generalizations of the SVD see the first author and \textit{H. Zha} [Linear Algebra Appl. 147, 469-500 (1991; Zbl 0715.15006)].
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