A QR-type reduction for computing the SVD of a general matrix product/quotient

DOI10.1007/s00211-002-0431-zzbMath1029.65037OpenAlexW2022336648MaRDI QIDQ1402183

Lieven De Lathauwer, Delin Chu, Bart De Moor

Publication date: 19 August 2003

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00211-002-0431-z

zbMATH Keywords

algorithmnumerical examplessingular value decompositionmatrix productLyapunov exponentsQR factorizationdynamic systemsmatrix reductionquotient sequence

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)

Related Items

A periodic qd-type reduction for computing eigenvalues of structured matrix products to high relative accuracy, Regularized orthogonal linear discriminant analysis, Simultaneous decomposition of quaternion matrices involving \(\eta\)-Hermicity with applications, The GSVD: Where are the Ellipses?, Matrix Trigonometry, and More, The complete equivalence canonical form of four matrices over an arbitrary division ring, An arithmetic for matrix pencils: theory and new algorithms, Two-sided coupled generalized Sylvester matrix equations solving using a simultaneous decomposition for fifteen matrices, Pure PSVD approach to Sylvester-type quaternion matrix equations, A qd-type method for computing generalized singular values of BF matrix pairs with sign regularity to high relative accuracy

Uses Software

• Matlab