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

DOI10.1007/S00211-002-0431-ZMaRDI QIDQ1402183zbMATH OpenOpenAlexFDO

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

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)

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Describes a project that uses

Uses Software

• Matlab

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