On accurate quotient singular value computation in floating-point arithmetic

DOI10.1137/S0895479896310548MaRDI QIDQ2706293zbMATH OpenOpenAlexFDO

Authors Zlatko Drmač, Elizabeth Jessup

Publication date 19 March 2001

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0895479896310548

zbMATH Keywords

algorithmgeneralized eigenvalue problemgeneralized singular value decompositionJacobi methodregularizationrelative accuracytangent algorithm

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Ill-posedness and regularization problems in numerical linear algebra (65F22) Orthogonalization in numerical linear algebra (65F25)

Review text

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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Cited in

(5)

• Simultaneous multidiagonalization for the CS decomposition
• On the explicit expression of chordal metric between generalized singular values of Grassmann matrix pairs with applications
• A qd-type method for computing generalized singular values of BF matrix pairs with sign regularity to high relative accuracy
• A new matrix maximization model for computing ratios of generalized singular values from high-order GSVD
• Singular value decomposition in extended double precision arithmetic

Describes a project that uses

Uses Software

• LAPACK

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