The generalized singular value decomposition and the general (A-\(\lambda\) B)-problem (Q801633)
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scientific article; zbMATH DE number 3880006
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| English | The generalized singular value decomposition and the general (A-\(\lambda\) B)-problem |
scientific article; zbMATH DE number 3880006 |
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The generalized singular value decomposition and the general (A-\(\lambda\) B)-problem (English)
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1984
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Numerical computation of the Kronecker canonical form of a matrix pencil A-\(\lambda\) B is treated. An algorithm for range nullspace separation built on the generalized singular value decomposition of a matrix pair [\textit{C. F. Van Loan,} SIAM J. Numer. Anal 13, 76-83 (1976; Zbl 0338.65022)] is developed. Its behaviour is illustrated on a few numerical examples.
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Kronecker canonical form
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matrix pencil
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range nullspace separation
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singular value decomposition
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numerical examples
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