Name
Abstract | ||
|---|---|---|
This paper presents a new algorithm for floating-point computation of the quotient singular value decomposition of an arbitrary matrix pair $(A,B) \in \mathbf{R}^{m \times n} \times \mathbf{R}^{p \times n}$. In the case of full column rank $A$, the new algorithm computes all finite quotient singular values with high relative accuracy if $\min\{\kappa_2(AD),\ D\ \mbox{diagonal}\}$ is moderate and if an accurate rank revealing LU factorization of B is possible. Numerical experiments show that in such a case the new algorithm computes the quotient singular values of all pairs (AD,D1 BD2) with nearly the same accuracy, where D, D1, D2 are arbitrary diagonal nonsingular matrices. |
Year | DOI | Venue |
|---|---|---|
2001 | 10.1137/S0895479896310548 | SIAM Journal on Matrix Analysis and Applications |
Keywords | Field | DocType |
quotient singular value,full column rank,floating-point arithmetic,arbitrary diagonal nonsingular matrix,finite quotient singular value,times n,accurate rank,d1 bd2,arbitrary matrix pair,quotient singular value decomposition,new algorithm,accurate quotient singular value,generalized eigenvalue problem,singular value decomposition,floating point arithmetic,regularization,singular value,jacobi method | Diagonal,Generalized singular value decomposition,Singular value decomposition,Discrete mathematics,Mathematical optimization,Singular value,Mathematical analysis,Matrix (mathematics),Quotient,Regularization (mathematics),Invertible matrix,Mathematics | Journal |
Volume | Issue | ISSN |
22 | 3 | 0895-4798 |
Citations | PageRank | References |
1 | 0.37 | 5 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Zlatko Drmač | 1 | 391 | 45.31 |
| Elizabeth R. Jessup | 2 | 370 | 49.02 |