Computing the complete CS decomposition

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Publication:1014355

DOI10.1007/S11075-008-9215-6zbMATH Open1167.65360arXiv0707.1838OpenAlexW2132206191MaRDI QIDQ1014355FDOQ1014355


Authors: Brian D. Sutton Edit this on Wikidata


Publication date: 27 April 2009

Published in: Numerical Algorithms (Search for Journal in Brave)

Abstract: An algorithm is developed to compute the complete CS decomposition (CSD) of a partitioned unitary matrix. Although the existence of the CSD has been recognized since 1977, prior algorithms compute only a reduced version (the 2-by-1 CSD) that is equivalent to two simultaneous singular value decompositions. The algorithm presented here computes the complete 2-by-2 CSD, which requires the simultaneous diagonalization of all four blocks of a unitary matrix partitioned into a 2-by-2 block structure. The algorithm appears to be the only fully specified algorithm available. The computation occurs in two phases. In the first phase, the unitary matrix is reduced to bidiagonal block form, as described by Sutton and Edelman. In the second phase, the blocks are simultaneously diagonalized using techniques from bidiagonal SVD algorithms of Golub, Kahan, and Demmel. The algorithm has a number of desirable numerical features.


Full work available at URL: https://arxiv.org/abs/0707.1838




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