On accurate quotient singular value computation in floating-point arithmetic (Q2706293)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On accurate quotient singular value computation in floating-point arithmetic |
scientific article |
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19 March 2001
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generalized singular value decomposition
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generalized eigenvalue problem
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Jacobi method
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regularization
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relative accuracy
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algorithm
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tangent algorithm
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On accurate quotient singular value computation in floating-point arithmetic (English)
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The authors propose a new algorithm for floating-point computation of the quotient singular value decomposition of an arbitrary matrix pair \((A,B)\in \mathbb{R}^{m\times n}\times \mathbb{R}^{p\times n}\). The algorithm proposed in the paper is an improvement and generalization of the tangent algorithm and it is designed to reduce a general pair \((A,B)\) to a (regular) pair with finite quotient singular values.
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