The Restricted Singular Value Decomposition: Properties and Applications

DOI10.1137/0612029zbMath0738.15006MaRDI QIDQ3977054

Gene H. Golub, Bart De Moor

Publication date: 25 June 1992

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0612029

zbMATH Keywords

canonical correlation analysis; factorization; shorted operator; generalized matrix inverses; generalized eigenvalue problems; generalized Schur complements; matrix balls; restricted singular value decomposition; total linear least squares

Mathematics Subject Classification ID

62H20: Measures of association (correlation, canonical correlation, etc.)

15A23: Factorization of matrices

65F20: Numerical solutions to overdetermined systems, pseudoinverses

15A09: Theory of matrix inversion and generalized inverses

15A18: Eigenvalues, singular values, and eigenvectors

15A21: Canonical forms, reductions, classification

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