Modifying the generalized singular value decomposition with application in direction-of-arrival finding

DOI10.1007/BF02510925zbMath0901.65025OpenAlexW404090342MaRDI QIDQ1387252

Hongyuan Zha, Zhenyue Zhang

Publication date: 2 June 1998

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02510925

zbMATH Keywords

algorithmsnumerical experimentsmatrix pairupdatinggeneralized singular value decompositionarray signal processingdowndatinggeneralized eigenvalue decompositiondirection-of-arrival finding

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Computing the CS and the generalized singular value decompositions
• Computing the Generalized Singular Value Decomposition
• Towards a Generalized Singular Value Decomposition
• Generalizing the Singular Value Decomposition
• Reorthogonalization and Stable Algorithms for Updating the Gram-Schmidt QR Factorization
• The Effects of Rounding Error on an Algorithm for Downdating a Cholesky Factorization
• Downdating the Singular Value Decomposition
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