Numerical Gradient Algorithms for Eigenvalue and Singular Value Calculations

DOI10.1137/S0036141092229732zbMath0808.65031OpenAlexW2011889975MaRDI QIDQ4305398

Robert Mahony, John B. Moore, Uwe R. Helmke

Publication date: 16 March 1995

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

Full work available at URL: https://doi.org/10.1137/s0036141092229732

zbMATH Keywords

algorithmssingular value decompositioneigenvectorssingular vectorseigenvalue decompositionmatrix manifolddouble Lie bracket equationdynamic matrix flows

Mathematics Subject Classification ID

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

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