On a variational formulation of the QSVD and the RSVD

DOI10.1016/S0024-3795(00)00072-0zbMath0970.65037OpenAlexW2085681578MaRDI QIDQ1567545

Delin Chu, Bart De Moor

Publication date: 23 October 2001

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

Full work available at URL: https://doi.org/10.1016/s0024-3795(00)00072-0

zbMATH Keywords

QR factorizationsingular value decompositionsvariational formulaquotient singular value decompositionorthogonal matrix transformationsrestricted singular value decomposition

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Eigenvalues, singular values, and eigenvectors (15A18)

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Uses Software

• LAPACK

Cites Work

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• Computing the CS and the generalized singular value decompositions
• Computing the CS decomposition of a partitioned orthonormal matrix
• A numerical algorithm for computing the restricted singular value decomposition of matrix triplets
• On the structure and geometry of the product singular value decomposition
• The Restricted Singular Value Decomposition of Matrix Triplets
• Computing the Generalized Singular Value Decomposition
• Towards a Generalized Singular Value Decomposition
• The Restricted Singular Value Decomposition: Properties and Applications
• Generalizations of the Singular Value and QR-Decompositions
• Generalizing the Singular Value Decomposition
• Computing the Generalized Singular Value Decomposition
• On the Structure of Generalized Singular Value and QR Decompositions
• On a Variational Formulation of the Generalized Singular Value Decomposition

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