Accurate Computation of the Product-Induced Singular Value Decomposition with Applications

DOI10.1137/S0036142995292633zbMath0914.65034OpenAlexW2030717234MaRDI QIDQ4210315

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/s0036142995292633

zbMATH Keywords

eigenvalue problemrelative accuracyJacobi algorithmcontragredient transformationsystem balancingproduct-induced singular value decomposition

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Related Items (10)

New estimates for the recursive low-rank truncation of block-structured matrices ⋮ Perturbation theory for the LDU factorization and accurate computations for diagonally dominant matrices ⋮ Exponential splittings of products of matrices and accurately computing singular values of long products ⋮ A Jacobi-Davidson type method for the product eigenvalue problem ⋮ An inverse‐free ADI algorithm for computing Lagrangian invariant subspaces ⋮ Parallel algorithms for model reduction of discrete-time systems ⋮ Numerical methods for accurate computation of the eigenvalues of Hermitian matrices and the singular values of general matrices ⋮ Implicit standard Jacobi gives high relative accuracy ⋮ Data Driven Koopman Spectral Analysis in Vandermonde--Cauchy Form via the DFT: Numerical Method and Theoretical Insights ⋮ Highly accurate symmetric eigenvalue decomposition and hyperbolic SVD

Uses Software

• LAPACK
• mctoolbox

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