A numerical algorithm for computing the restricted singular value decomposition of matrix triplets

DOI10.1016/0024-3795(92)90285-IzbMath0748.65038MaRDI QIDQ1189620

Hongyuan Zha

Publication date: 27 September 1992

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

singular value decompositionlinear control systemsNumerical examplesKogbetliantz algorithmrank detectiontriplet of matrices

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Related Items (10)

Geometric Inexact Newton Method for Generalized Singular Values of Grassmann Matrix Pair ⋮ On generalized matrix approximation problem in the spectral norm ⋮ Upper and lower bounds for the rank of the matrix-valued function when X has a fixed rank ⋮ Structured pseudospectra and structured sensitivity of eigenvalues ⋮ The product-product singular value decomposition of matrix triplets ⋮ How to use RSVD to solve the matrix equationA=BXC ⋮ On the Explicit Expression of Chordal Metric between Generalized Singular Values of Grassmann Matrix Pairs with Applications ⋮ Analytic solutions of a class of extended constrained matrix maximization problems ⋮ An extension of analytic solutions of a class of constrained matrix minimization problems ⋮ On a variational formulation of the QSVD and the RSVD

Cites Work

• Unnamed Item
• The computation of Kronecker's canonical form of a singular pencil
• Canonical correlations and generalized SVD: Applications and new algorithms
• The Restricted Singular Value Decomposition of Matrix Triplets
• Regularization and the General Gauss-Markov Linear Model
• The Restricted Total Least Squares Problem: Formulation, Algorithm, and Properties
• Computing the Singular Value Decomposition of a Product of Two Matrices
• Computing the Generalized Singular Value Decomposition

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