A Tangent Algorithm for Computing the Generalized Singular Value Decomposition

DOI10.1137/S0036142995289883zbMath0914.65033OpenAlexW2014100981MaRDI QIDQ4210306

Zlatko Drmač

Publication date: 21 September 1998

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0036142995289883

zbMATH Keywords

generalized 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)

Related Items (12)

Geometric Inexact Newton Method for Generalized Singular Values of Grassmann Matrix Pair ⋮ The high relative accuracy of the HZ method ⋮ Globally convergent Jacobi methods for positive definite matrix pairs ⋮ Simultaneous multidiagonalization for the CS decomposition ⋮ Two harmonic Jacobi-Davidson methods for computing a partial generalized singular value decomposition of a large matrix pair ⋮ On the quadratic convergence of the complex HZ method for the positive definite generalized eigenvalue problem ⋮ On the Explicit Expression of Chordal Metric between Generalized Singular Values of Grassmann Matrix Pairs with Applications ⋮ On the Global Convergence of the Complex HZ Method ⋮ On the complex Falk-Langemeyer method ⋮ On the global convergence of the block Jacobi method for the positive definite generalized eigenvalue problem ⋮ A qd-type method for computing generalized singular values of BF matrix pairs with sign regularity to high relative accuracy ⋮ Accurate Computation of Generalized Eigenvalues of Regular SR-BP Pairs

Uses Software

• BLAS
• mctoolbox

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