Stable Computation of the CS Decomposition: Simultaneous Bidiagonalization

DOI10.1137/100813002zbMath1257.65023OpenAlexW2053721048MaRDI QIDQ2903107

Brian D. Sutton

Publication date: 23 August 2012

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

Full work available at URL: https://doi.org/10.1137/100813002

zbMATH Keywords

numerical stabilitygeneralized singular value decompositionunitary matrixcanonical correlationsCS decompositionprincipal anglesbidiagonalization

Mathematics Subject Classification ID

Factorization of matrices (15A23) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Eigenvalues, singular values, and eigenvectors (15A18) Orthogonalization in numerical linear algebra (65F25) Orthogonal matrices (15B10)

Related Items (4)

An Algebraic Quantum Circuit Compression Algorithm for Hamiltonian Simulation ⋮ Simultaneous multidiagonalization for the CS decomposition ⋮ A Backward Stable Algorithm for Computing the CS Decomposition via the Polar Decomposition ⋮ A CS decomposition for orthogonal matrices with application to eigenvalue computation

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