The generalized singular value decomposition and the general (A- B)-problem

DOI10.1007/BF01934915zbMATH Open0552.65038OpenAlexW2039333245MaRDI QIDQ801633FDOQ801633

Authors: Bo Kågström 

Publication date: 1984

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01934915

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zbMATH Keywords

numerical examplessingular value decompositionmatrix pencilKronecker canonical formrange nullspace separation

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Cites Work

• Algorithm 560: JNF, An Algorithm for Numerical Computation of the Jordan Normal Form of a Complex Matrix [F2]
• The Rotation of Eigenvectors by a Perturbation. III
• Title not available (Why is that?)
• The computation of Kronecker's canonical form of a singular pencil
• Kronecker's canonical form and the QZ algorithm
• Generalizing the Singular Value Decomposition
• An Algorithm for Numerical Computation of the Jordan Normal Form of a Complex Matrix
• Ill-Conditioned Eigensystems and the Computation of the Jordan Canonical Form
• Title not available (Why is that?)
• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
• An Algorithm for Generalized Matrix Eigenvalue Problems
• Matrix eigensystem routines. EISPACK guide extension
• Towards a Generalized Singular Value Decomposition
• Computing the CS decomposition of a partitioned orthonormal matrix
• Perturbation Analysis for the Generalized Singular Value Problem
• A General Matrix Eigenvalue Algorithm
• Title not available (Why is that?)

Cited In (18)

• New iterative methods for generalized singular-value problems
• Numerical methods and questions in the organization of calculus. XII. Transl. from the Russian
• The Generalized Singular Value Decomposition and the Method of Particular Solutions
• Solving Singular Generalized Eigenvalue Problems. Part II: Projection and Augmentation
• The dimension of matrices (matrix pencils) with given Jordan (Kronecker) canonical forms
• Singular value and generalized singular value decompositions and the solution of linear matrix equations
• Eigenvalue computation in the 20th century
• On choices of formulations of computing the generalized singular value decomposition of a large matrix pair
• A tree of generalizations of the ordinary singular value decomposition
• On worst-case condition numbers of a multiple nonzero finite generalized singular value
• A Jacobi-Davidson type method for the generalized singular value problem
• Computing stable eigendecompositions of matrix pencils
• Two harmonic Jacobi-Davidson methods for computing a partial generalized singular value decomposition of a large matrix pair
• A note on simple nonzero finite generalized singular values
• A cross-product free Jacobi-Davidson type method for computing a partial generalized singular value decomposition of a large matrix pair
• RGSVD—AN Algorithm for Computing the Kronecker Structure and Reducing Subspaces of Singular $A - \lambda B$ Pencils
• A Higher-Order Generalized Singular Value Decomposition for Rank-Deficient Matrices
• Methods and algorithms of solving spectral problems for polynomial and rational matrices

Uses Software

• JNF
• Matlab
• EISPACK

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