Computing the SVD of a general matrix product/quotient (Q2706236)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Computing the SVD of a general matrix product/quotient |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing the SVD of a general matrix product/quotient |
scientific article |
Statements
19 March 2001
0 references
matrix decomposition
0 references
products of matrices
0 references
quotients of matrices
0 references
Golub-Kahan method
0 references
singular value decomposition
0 references
Computing the SVD of a general matrix product/quotient (English)
0 references
A new algorithm is presented for constructing a unitary decomposition of a matrix which is given as a sequence of matrices in product or quotient form. The method is related to the classical Golub-Kahan method for computing the singular value decomposition (SVD) of a single matrix in that it constructs a bidiagonal form of the sequence as an intermediate result. The main advantage of the new method lies in the fact that this bidiagonal form is so accurate.
0 references
