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Publication Date: 2014-02-26
Description: This paper presents a numerical algorithm for computing the restricted singular value decomposition of matrix triplets (RSVD). It is shown that one can use unitary transformations to separate the regular part from a general matrix triplet. After preprocessing on the regular part, one obtains a matrix triplet consisting of three upper triangular matrices of the same dimensions. The RSVD of this special matrix triplet is computed using the implicit Kogbetliantz technique. The algorithm is well suited for parallel computation. {\bf Keywords:} Restricted singular values, matrix triplets, unitary transformations, implicit Kogbetliantz technique.
Keywords: ddc:000
Language: English
Type: reportzib , doc-type:preprint
Format: application/pdf
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