An optimization algorithm computing the maximal singular number of a real matrix

DOI10.3103/S1063454108040080MaRDI QIDQ735576zbMATH OpenFDO

Authors Alekseĭ Nikolaevich Borzykh

Publication date 23 October 2009

Published in Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

zbMATH Keywords

convergencespectral normmaximal singular valueoptimization-type algorithmRayleigh quotient relaxation method

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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Cites work

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• Computational methods of linear algebra

Cited in

(2)

• Exact Maximum Singular Value Calculation of an Interval Matrix
• Maximum singular value of matrix and its economic interpretation

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