On Accurate Quotient Singular Value Computation in Floating-Point Arithmetic

DOI10.1137/S0895479896310548zbMath0981.65046OpenAlexW1983830632MaRDI QIDQ2706293

E. R. Jessup, Zlatko Drmač

Publication date: 19 March 2001

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895479896310548

zbMATH Keywords

algorithmregularizationgeneralized eigenvalue problemJacobi methodgeneralized singular value decompositionrelative accuracytangent algorithm

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Ill-posedness and regularization problems in numerical linear algebra (65F22) Orthogonalization in numerical linear algebra (65F25)

Related Items (4)

Simultaneous multidiagonalization for the CS decomposition ⋮ A new matrix maximization model for computing ratios of generalized singular values from high-order GSVD ⋮ On the Explicit Expression of Chordal Metric between Generalized Singular Values of Grassmann Matrix Pairs with Applications ⋮ A qd-type method for computing generalized singular values of BF matrix pairs with sign regularity to high relative accuracy

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