Stable computation of the CS decomposition: Simultaneous bidiagonalization

DOI10.1137/100813002MaRDI QIDQ2903107zbMATH OpenOpenAlexFDO

Authors Brian D. Sutton

Publication date 23 August 2012

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/100813002

zbMATH Keywords

bidiagonalizationcanonical correlationsCS decompositiongeneralized singular value decompositionnumerical stabilityprincipal anglesunitary matrix

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Factorization of matrices (15A23) Orthogonal matrices (15B10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Orthogonalization in numerical linear algebra (65F25)

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(10)

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• A new stable bidiagonal reduction algorithm
• A CS decomposition for orthogonal matrices with application to eigenvalue computation
• Divide and conquer the CS decomposition
• Simultaneous multidiagonalization for the CS decomposition
• A backward stable algorithm for computing the CS decomposition via the polar decomposition
• An algebraic quantum circuit compression algorithm for Hamiltonian simulation
• Characterizing GSVD by singular value expansion of linear operators and its computation
• A contour integral-based algorithm for computing generalized singular values
• Computing the CS and the generalized singular value decompositions

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