A QR-type reduction for computing the SVD of a general matrix product/quotient

DOI10.1007/S00211-002-0431-ZzbMATH Open1029.65037OpenAlexW2022336648MaRDI QIDQ1402183FDOQ1402183

Authors: Delin Chu, Lieven De Lathauwer, B. De Moor 

Publication date: 19 August 2003

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00211-002-0431-z

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zbMATH Keywords

numerical examplessingular value decompositionalgorithmLyapunov exponentsmatrix productdynamic systemsQR factorizationmatrix reductionquotient sequence

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)

Cited In (15)

• Two-sided coupled generalized Sylvester matrix equations solving using a simultaneous decomposition for fifteen matrices
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• Regularized orthogonal linear discriminant analysis
• On the periodic quotient singular value decomposition
• Simultaneous decomposition of quaternion matrices involving \(\eta\)-Hermicity with applications
• A periodic qd-type reduction for computing eigenvalues of structured matrix products to high relative accuracy
• Using semiseparable matrices to compute the SVD of a general matrix product/quotient
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• The complete equivalence canonical form of four matrices over an arbitrary division ring
• An arithmetic for matrix pencils: theory and new algorithms
• Computing the SVD of a general matrix product/quotient
• Computing eigenvalues for products of two classes of sign regular matrices to high relative accuracy
• The GSVD: where are the ellipses?, matrix trigonometry, and more
• A qd-type method for computing generalized singular values of BF matrix pairs with sign regularity to high relative accuracy
• Pure PSVD approach to Sylvester-type quaternion matrix equations

Uses Software

• Matlab

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