Dynamical Systems that Compute Balanced Realizations and the Singular Value Decomposition
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Publication:4305390
DOI10.1137/S0895479891222490zbMath0806.93021MaRDI QIDQ4305390
John B. Moore, J. E. Perkins, Uwe R. Helmke
Publication date: 13 September 1994
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalue problems (93B60) Minimal systems representations (93B20) Eigenvalues, singular values, and eigenvectors (15A18)
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Geometry of matrix decompositions seen through optimal transport and information geometry ⋮ Dynamical methods for polar decomposition and inversion of matrices ⋮ Numerical methods for ordinary differential equations on matrix manifolds
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