A new algorithm for the SVD of a long product of matrices and the stability of products
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Publication:1381046
zbMath0895.65012MaRDI QIDQ1381046
Publication date: 15 March 1998
Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/119554
dynamical systemsnumerical examplessingular value decompositionconvergence accelerationerror boundLR algorithmmatrix recurrences
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Characteristic and Lyapunov exponents of ordinary differential equations (34D08)
Related Items (8)
A periodic qd-type reduction for computing eigenvalues of structured matrix products to high relative accuracy ⋮ The singular value decomposition to approximate spectra of dynamical systems. Theoretical aspects ⋮ Exponential splittings of products of matrices and accurately computing singular values of long products ⋮ A Jacobi-Davidson type method for the product eigenvalue problem ⋮ Finite-time Lyapunov dimension and hidden attractor of the Rabinovich system ⋮ SVD algorithms to approximate spectra of dynamical systems ⋮ On the error in computing Lyapunov exponents by QR methods ⋮ Time-varying rational expectations models
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