Locating coalescing singular values of large two-parameter matrices
DOI10.1016/J.MATCOM.2010.10.005zbMATH Open1210.65089OpenAlexW1971786471MaRDI QIDQ631228FDOQ631228
Authors: Luca Dieci, Alessandra Papini, Alessandro Pugliese, M. G. Gasparo 
Publication date: 22 March 2011
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2010.10.005
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sparse matricesnumerical examplessingular value decompositioncoalescing singular valuesmatrix valued functiontwo-parameter functions
Eigenvalues, singular values, and eigenvectors (15A18) Factorization of matrices (15A23) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical linear algebra (65F99) Numerical bifurcation problems (65P30)
Cites Work
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- Path Following by SVD
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- Numerical methods for the computation of analytic singular value decompositions
- Low-Rank Matrix Approximation Using the Lanczos Bidiagonalization Process with Applications
- Dynamical low-rank approximation: Applications and numerical experiments
- Dynamical Low‐Rank Approximation
- An exact sequence in differential topology
- Two-Parameter SVD: Coalescing Singular Values and Periodicity
- Beyond Born–Oppenheimer
- Singular values of two-parameter matrices: An algorithm to accurately find their intersections
Cited In (6)
- Hermitian matrices depending on three parameters: Coalescing eigenvalues
- Takagi factorization of matrices depending on parameters and locating degeneracies of singular values
- Singular values of two-parameter matrices: An algorithm to accurately find their intersections
- On the unitary block-decomposability of 1-parameter matrix flows and static matrices
- Two-Parameter SVD: Coalescing Singular Values and Periodicity
- Continuous decompositions and coalescing eigenvalues for matrices depending on parameters
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