On the periodic quotient singular value decomposition

MaRDI QIDQ1920163zbMATH OpenFDO

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, http://www.emis.de/journals/ETNA/vol.2.1994/

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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)

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• Two-Parameter SVD: Coalescing Singular Values and Periodicity
• The singular value decomposition. Applied in the modelling and prediction of quasiperiodic processes
• On solving periodic Riccati equations
• On the decay of the off-diagonal singular values in cyclic reduction

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