A numerical algorithm for computing the restricted singular value decomposition of matrix triplets

DOI10.1016/0024-3795(92)90285-IMaRDI QIDQ1189620zbMATH OpenFDO

Authors Hongyuan Zha

Publication date 27 September 1992

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(92)90285-I

zbMATH Keywords

Kogbetliantz algorithmlinear control systemsNumerical examplesrank detectionsingular value decompositiontriplet of matrices

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Review text

For a triplet of matrices \(A\), \(B\), \(C\) arising for example in linear control systems \(x=Ax+Bu\), \(y=Cx\) an algorithm is given to compute the restricted singular value decomposition of the triplet. The method is based on a reduction step to get a regular triplet that can be treated by the Kogbetliantz algorithm followed by some rank computations. Numerical examples are given.

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Cites work

• Canonical correlations and generalized SVD: Applications and new algorithms
• Computing the Generalized Singular Value Decomposition
• Computing the Singular Value Decomposition of a Product of Two Matrices
• scientific article; zbMATH DE number 4213315 (Why is no real title available?)
• Regularization and the General Gauss-Markov Linear Model
• The computation of Kronecker's canonical form of a singular pencil
• The Restricted Singular Value Decomposition of Matrix Triplets
• The Restricted Total Least Squares Problem: Formulation, Algorithm, and Properties

Cited in

(15)

• The product-product singular value decomposition of matrix triplets
• On a variational formulation of the QSVD and the RSVD
• Analytic solutions of a class of extended constrained matrix maximization problems
• An extension of analytic solutions of a class of constrained matrix minimization problems
• On the tripling algorithm for large-scale nonlinear matrix equations with low rank structure
• On generalized matrix approximation problem in the spectral norm
• Structured pseudospectra and structured sensitivity of eigenvalues
• Approximating dominant singular triplets of large sparse matrices via modified moments
• On the computation of the restricted singular value decomposition via the cosine-sine decomposition
• The Restricted Singular Value Decomposition of Matrix Triplets
• How to use RSVD to solve the matrix equation A=BXC
• Upper and lower bounds for the rank of the matrix-valued function A+BXC when X has a fixed rank
• On the explicit expression of chordal metric between generalized singular values of Grassmann matrix pairs with applications
• Geometric inexact Newton method for generalized singular values of Grassmann matrix pair
• Accurate restricted singular value decomposition via deflation on Neville representations

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