A New Preprocessing Algorithm for the Computation of the Generalized Singular Value Decomposition

DOI10.1137/0914060zbMath0785.65046OpenAlexW2063935220MaRDI QIDQ3140150

Zhaojun Bai, Hongyuan Zha

Publication date: 6 January 1994

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0914060

zbMATH Keywords

singular value decompositionKogbetliantz algorithm\(URV\)-decomposition

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Related Items (10)

On interval estimates of perturbations of generalized eigenvalues for diagonalizable pairs ⋮ GENERALIZED SINGULAR VALUE DECOMPOSITION AND ITS APPLICATIONS IN MODEL ANALYSIS ⋮ On worst-case condition numbers of a multiple nonzero finite generalized singular value ⋮ A new matrix maximization model for computing ratios of generalized singular values from high-order GSVD ⋮ Rank Decisions in Matrix Quotient Decompositions ⋮ Parallel reduction of four matrices to condensed form for a generalized matrix eigenvalue algorithm ⋮ Verification Algorithms for Generalized Singular Values ⋮ On the Explicit Expression of Chordal Metric between Generalized Singular Values of Grassmann Matrix Pairs with Applications ⋮ The Analytic Solutions of a Class of Constrained Matrix Minimization and Maximization Problems with Applications ⋮ On the nonuniqueness of the factorization factors in the product singular value decomposition

Uses Software

• LAPACK

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