Computing the Generalized Singular Value Decomposition
From MaRDI portal
Publication:3757257
DOI10.1137/0907077zbMath0621.65030OpenAlexW1977685916MaRDI QIDQ3757257
Publication date: 1986
Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0907077
iterative algorithmnumerical examplesgeneralized singular value decompositionunitary matricesmatrix factorizationKogbetliantz's methodsystolic array implementation
Factorization of matrices (15A23) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18)
Related Items
Analysis of the generalized total least squares problem \(AX\approx B\) when some columns of \(A\) are free of error, Numerical solutions of AXB = C for centrosymmetric matrix X under a specified submatrix constraint, GENERALIZED SINGULAR VALUE DECOMPOSITION AND ITS APPLICATIONS IN MODEL ANALYSIS, On the quadratic convergence of Kogbetliantz's algorithm for computing the singular value decomposition, On Kogbetliantz's SVD algorithm in the presence of clusters, The matrix equations \(AX=B, XC=D\) with \(PX= sXP\) constraint, Relations between SVD and GSVD of discrete regularization problems in standard and general form, Geometric Inexact Newton Method for Generalized Singular Values of Grassmann Matrix Pair, On worst-case condition numbers of a multiple nonzero finite generalized singular value, Matrix iterative solutions to the least squares problem of \(BXA^{T} = F\) with some linear constraints, A truncated projected SVD method for linear discrete ill-posed problems, Canonical correlations and generalized SVD: Applications and new algorithms, QSVD approach to on- and off-line state-space identification, The least squares problem of the matrix equation \(A_1X_1B^T_1+A_2X_2B^T_2=T\), Modifying the generalized singular value decomposition with application in direction-of-arrival finding, Methods and algorithms of solving spectral problems for polynomial and rational matrices, Simultaneous multidiagonalization for the CS decomposition, Rank Decisions in Matrix Quotient Decompositions, Eigenvector-free solutions to \(AX = B\) with \(PX = XP\) and \(X^H = sX\) constraints, Optimization methods for regularization-based ill-posed problems: a survey and a multi-objective framework, Parallel reduction of four matrices to condensed form for a generalized matrix eigenvalue algorithm, Matrix equation \(AXB=E\) with \(PX=sXP\) constraint, The product-product singular value decomposition of matrix triplets, Generalized QR factorization and its applications, A numerical algorithm for computing the restricted singular value decomposition of matrix triplets, The inverse eigenvalue problem of reflexive matrices with a submatrix constraint and its approximation, A contribution to the theory and practice of the block Kogbetliantz method for computing the SVD, Numerical solutions of \(AXB = C\) for mirrorsymmetric matrix \(X\) under a specified submatrix constraint, Verification Algorithms for Generalized Singular Values, On the Explicit Expression of Chordal Metric between Generalized Singular Values of Grassmann Matrix Pairs with Applications, Damage detection by system identification. An application of the generalized singular value decomposition, Least squares solutions to the equations \(AX = B, XC = D\) with some constraints, On the \(QR\) algorithm and updating the \(SVD\) and the \(URV\) decomposition in parallel, Computing the complete CS decomposition, On efficient implementations of Kogbetliantz's algorithm for computing the singular value decomposition, A Jacobi-like algorithm for computing the generalized Schur form of a regular pencil, Linear convergence of the row cyclic Jacobi and Kogbetliantz methods, On a variational formulation of the QSVD and the RSVD, A qd-type method for computing generalized singular values of BF matrix pairs with sign regularity to high relative accuracy, Numerical methods and questions in the organization of calculus. XII. Transl. from the Russian, An implicit Jacobi-like method for computing generalized hyperbolic SVD, The general linear model of the generalized singular value decomposition
