The QRD and SVD of matrices over a real algebra

DOI10.1016/J.LAA.2016.03.029zbMATH Open1381.15026arXiv1512.02121OpenAlexW2963422532MaRDI QIDQ286135FDOQ286135

Authors: Paul Ginzberg, Christiana Mavroyiakoumou 

Publication date: 20 May 2016

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Abstract: Recent work in the field of signal processing has shown that the singular value decomposition of a matrix with entries in certain real algebras can be a powerful tool. In this article we show how to generalise the QR decomposition and SVD to a wide class of real algebras, including all finite-dimensional semi-simple algebras, (twisted) group algebras and Clifford algebras. Two approaches are described for computing the QRD/SVD: one Jacobi method with a generalised Givens rotation, and one based on the Artin-Wedderburn theorem.

Full work available at URL: https://arxiv.org/abs/1512.02121

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zbMATH Keywords

singular value decompositionLaurent polynomialquaternionClifford algebraQR decompositiontwisted group algebra

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Matrices over special rings (quaternions, finite fields, etc.) (15B33) Group rings (16S34) Clifford algebras, spinors (15A66) Twisted and skew group rings, crossed products (16S35) Orthogonalization in numerical linear algebra (65F25)

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Cited In (1)

• Exponential dichotomy on the real line: SVD and QR methods

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