On graded QR decompositions of products of matrices

MaRDI QIDQ1920171zbMATH OpenFDO

Authors G. W. Stewart

Publication date 20 August 1996

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

Full work available at URL https://eudml.org/doc/119027, http://www.emis.de/journals/ETNA/vol.3.1995/

IPFS File on IPFS (Hint: this is only the Hash - if you get a timeout, this file is not available on our server.)

zbMATH Keywords

matrix productsQR decompositionsingular value decomposition

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Review text

The author introduces a new method to compute the singular values and vectors of a product of \(n \times n\) matrices. The method is based on the successive factorization \(A_1 A_2 \dots A_m = QRP^T\), where \(Q\) is orthogonal, \(R\) is graded upper triangular, and \(P\) is a permutation matrix.

Recommendations

• Computing the Singular Value Decomposition of a Product of Two Matrices
• scientific article; zbMATH DE number 782068
• Computing the PSVD of Two 2 \times 2 Triangular Matrices
• An accurate product SVD algorithm
• Computing the SVD of a general matrix product/quotient

Cited in

(7)

• SVD algorithms to approximate spectra of dynamical systems
• On the structure and geometry of the product singular value decomposition
• Exponential splittings of products of matrices and accurately computing singular values of long products
• Time-varying rational expectations models
• Optimal decompositions of matrices with grades into binary and graded matrices
• scientific article; zbMATH DE number 782068 (Why is no real title available?)
• Stable solutions of linear systems involving long chain of matrix multiplications

This page was built for publication: On graded QR decompositions of products of matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1920171)