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Digitale Medien

The product-product singular value decomposition of matrix triplets (1991)

Zha, Hongyuan

Springer

BIT 31 (1991), S. 711-726

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Details

ISSN: 1572-9125

Schlagwort(e): 65F25 ; 65F30 ; 65F35 ; singular value decomposition ; matrix product ; implicit Kogbetliantz technique

Quelle: Springer Online Journal Archives 1860-2000

Thema: Mathematik

Notizen: Abstract A new decomposition of a matrix triplet (A, B, C) corresponding to the singular value decomposition of the matrix productABC is developed in this paper, which will be termed theProduct-Product Singular Value Decomposition (PPSVD). An orthogonal variant of the decomposition which is more suitable for the purpose of numerical computation is also proposed. Some geometric and algebraic issues of the PPSVD, such as the variational and geometric interpretations, and uniqueness properties are discussed. A numerical algorithm for stably computing the PPSVD is given based on the implicit Kogbetliantz technique. A numerical example is outlined to demonstrate the accuracy of the proposed algorithm.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/BF01933183

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