A QR-type reduction for computing the SVD of a general matrix product/quotient (Q1402183)
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| Language | Label | Description | Also known as |
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| English | A QR-type reduction for computing the SVD of a general matrix product/quotient |
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A QR-type reduction for computing the SVD of a general matrix product/quotient (English)
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19 August 2003
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The authors study the computation of the singular value decomposition (SVD) of a general matrix product/quotient sequence. First, they reduce the sequence by QR-factorizations. Then using the Matlab command \(gsvd\) they produce the SVD. An advantage of the proposed QR-factorization is its flexibility of adding one more matrix from left or right of the original matrix product/quotient. This feature is very useful for the applications like the estimation of Lyapunov exponents of dynamic systems. Some numerical examples illustrating the proposed method are given.
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singular value decomposition
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algorithm
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matrix reduction
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matrix product
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quotient sequence
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QR factorization
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Lyapunov exponents
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dynamic systems
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numerical examples
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