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

DOI10.1016/0024-3795(92)90285-IzbMATH Open0748.65038MaRDI QIDQ1189620FDOQ1189620

Authors Hongyuan Zha

Publication date 27 September 1992

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

zbMATH Keywords

singular value decompositionlinear control systemsNumerical examplesKogbetliantz algorithmrank detectiontriplet of matrices

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(14)

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

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