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

DOI10.3103/S1063454108040080zbMATH Open1175.65050MaRDI QIDQ735576FDOQ735576

Authors: Alekseĭ Nikolaevich Borzykh 

Publication date: 23 October 2009

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

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zbMATH Keywords

convergencespectral normmaximal singular valueoptimization-type algorithmRayleigh quotient relaxation method

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Cites Work

• Computational methods of linear algebra
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Cited In (2)

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

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