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  • 1
    ISSN: 0945-3245
    Keywords: 65F20 ; 65F25 ; 65L05
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary This paper extends the singular value decomposition to a path of matricesE(t). An analytic singular value decomposition of a path of matricesE(t) is an analytic path of factorizationsE(t)=X(t)S(t)Y(t) T whereX(t) andY(t) are orthogonal andS(t) is diagonal. To maintain differentiability the diagonal entries ofS(t) are allowed to be either positive or negative and to appear in any order. This paper investigates existence and uniqueness of analytic SVD's and develops an algorithm for computing them. We show that a real analytic pathE(t) always admits a real analytic SVD, a full-rank, smooth pathE(t) with distinct singular values admits a smooth SVD. We derive a differential equation for the left factor, develop Euler-like and extrapolated Euler-like numerical methods for approximating an analytic SVD and prove that the Euler-like method converges.
    Type of Medium: Electronic Resource
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Numerische Mathematik 55 (1989), S. 83-95 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65F 15 ; 65-04 ; 15-04 ; 15A 33 ; 81-04 ; CR: G 1.3
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary This paper extends the Francis QR algorithm to quaternion and antiquaternion matrices. It calculates a quaternion version of the Schur decomposition using quaternion unitary similarity transformations. Following a finite step reduction to a Hessenberg-like condensed form, a sequence of implicit QR steps reduces the matrix to triangular form. Eigenvalues may be read off the diagonal. Eigenvectors may be obtained from simple back substitutions. For serial computation, the algorithm uses only half the work and storage of the unstructured Francis QR iteration. By preserving quaternion structure, the algorithm calculates the eigenvalues of a nearby quaternion matrix despite rounding errors.
    Type of Medium: Electronic Resource
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  • 3
    Book
    Book
    Stuttgart :Teubner,
    Title: Numerische lineare Algebra
    Author: Bunse, Wolfgang
    Contributer: Bunse-Gerstner, Angelika
    Publisher: Stuttgart :Teubner,
    Year of publication: 1985
    Pages: 328 S.
    Series Statement: Teubner-Studienbücher: Mathematik
    Type of Medium: Book
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