The Restricted Singular Value Decomposition: Properties and Applications
canonical correlation analysisfactorizationgeneralized eigenvalue problemsgeneralized matrix inversesgeneralized Schur complementsmatrix ballsrestricted singular value decompositionshorted operatortotal linear least squares
Theory of matrix inversion and generalized inverses (15A09) Eigenvalues, singular values, and eigenvectors (15A18) Canonical forms, reductions, classification (15A21) Factorization of matrices (15A23) Measures of association (correlation, canonical correlation, etc.) (62H20) Numerical solutions to overdetermined systems, pseudoinverses (65F20)
The restricted singular value decomposition (RSVD) is essentially the factorization of a given matrix relative to two other given matrices. The authors examine its properties and structure and its connection with generalized eigenvalue problems, canonical correlation analysis and other generalizations of the SVD. More than half of the paper is devoted to numerous important applications of the RSVD. For related generalizations of the SVD see the first author and \textit{H. Zha} [Linear Algebra Appl. 147, 469-500 (1991; Zbl 0715.15006)].
- On the structure and geometry of the product singular value decomposition
- Structured total least squares and \(L_ 2\) approximation problems
- Analysis of the generalized total least squares problem AX B when some columns of A are free of error
- Restriction matrices for SGBEM applications
- On a variational formulation of the QSVD and the RSVD
- Optimization methods for regularization-based ill-posed problems: a survey and a multi-objective framework
- A simultaneous decomposition for seven matrices with applications
- Simultaneous decomposition of quaternion matrices involving -Hermicity with applications
- Matrices with special reference to applications in psychometrics
- Some applications of a decomposition for five quaternion matrices in control system and color image processing
- Minimum rank (skew) Hermitian solutions to the matrix approximation problem in the spectral norm
- On relations between weighted least-squares estimators of parametric functions under a general partitioned linear model and its small models
- A unified balanced approach to multichannel blind deconvolution
- On least squares \(g\)-inverses and minimum norm \(g\)-inverses of a bordered matrix
- Relations between least-squares and least-rank solutions of the matrix equation \(AXB=C\)
- Optimization problems on the rank of the solution to left and right inverse eigenvalue problem
- Extremal ranks of a quadratic matrix expression with applications
- Deconvolution of a discrete uniform distribution
- The Restricted Singular Value Decomposition of Matrix Triplets
- How to use RSVD to solve the matrix equation A=BXC
- Upper and lower bounds for the rank of the matrix-valued function A+BXC when X has a fixed rank
- The complete equivalence canonical form of four matrices over an arbitrary division ring
- The additive and block decompositions about the WLSEs of parametric functions for a multiple partitioned linear regression model
- Equalities for orthogonal projectors and their operations
- Hermitian-type generalized singular value decomposition with applications
- On additive and block decompositions of WLSEs under a multiple partitioned regression model
- Relations between matrix sets generated from linear matrix expressions and their applications
- Two-sided coupled generalized Sylvester matrix equations solving using a simultaneous decomposition for fifteen matrices
- Maximization and minimization of the rank and inertia of the Hermitian matrix expression \(A-BX-(BX)^{*}\) with applications
- A new Sylvester-type quaternion matrix equation model for color image data transmission
- Randomized GCUR decompositions
- The equivalence canonical forms of two sets of five quaternion matrices with applications
- Accurate restricted singular value decomposition via deflation on Neville representations
- Weighted least-squares estimators of parametric functions of the regression coefficients under a general linear model
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