On the periodic quotient singular value decomposition

zbMATH Open0852.65037MaRDI QIDQ1920163FDOQ1920163

Authors: John J. Hench 

Publication date: 5 December 1996

Published in: ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/118945

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zbMATH Keywords

eigenvaluessingular value decompositionperiodic Schur decompositionperiodic \(QR\) algorithmperiodic \(QZ\) decomposition

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Cited In (7)

• On solving periodic Riccati equations
• A QR-type reduction for computing the SVD of a general matrix product/quotient
• The periodic QR algorithm is a disguised QR algorithm
• Title not available (Why is that?)
• The singular value decomposition. Applied in the modelling and prediction of quasiperiodic processes
• Two-Parameter SVD: Coalescing Singular Values and Periodicity
• On the decay of the off-diagonal singular values in cyclic reduction

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