Characterizing GSVD by singular value expansion of linear operators and its computation (Q7016669)

In this paper, the author provides a new understanding of GSVD from the viewpoint of SVD. He proposes a new iterative method for computing nontrivial GSVD components of a large scale matrix pair. By introducing two linear operators \(\mathcal{A}\) and \(\mathcal{L}\) induced by \(\{ A,L\}\) between two finite-dimensional Hilbert spaces and applying the theory of singular value expansion (SVE) for linear compact operators, he shows that the GSVD of \(\{ A,L\}\) is only the SVEs of \(\mathcal{A}\) and \(\mathcal{L}\). This result characterizes completely the structure of GSVD for any matrix pair with the same number of columns. As a direct application, he generalizes the standard Golub-Kahan bidiagonalization (GKB) such that the resulting generalized GKB (gGKB) process can be used to approximate nontrivial extreme GSVD components of \(\{ A,L\}\). This process is called gGKB-GSVD algorithm. Then he also uses the GSVD of \(\{ A,L\}\) to study several basic properties of gGKB and also provides preliminary results about convergence and accuracy of gGKB-GSVD for GSVD computations. Illustrative numerical experiments are presented.