Locating coalescing singular values of large two-parameter matrices

DOI10.1016/j.matcom.2010.10.005zbMath1210.65089OpenAlexW1971786471MaRDI QIDQ631228

Alessandra Papini, Alessandro Pugliese, Luca Dieci, Maria Grazia Gasparo

Publication date: 22 March 2011

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2010.10.005

zbMATH Keywords

numerical examplessingular value decompositionsparse matricescoalescing singular valuesmatrix valued functiontwo-parameter functions

Mathematics Subject Classification ID

Factorization of matrices (15A23) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Eigenvalues, singular values, and eigenvectors (15A18) Numerical bifurcation problems (65P30) Numerical linear algebra (65F99)

Related Items (3)

Hermitian matrices depending on three parameters: Coalescing eigenvalues ⋮ On the unitary block-decomposability of 1-parameter matrix flows and static matrices ⋮ Continuous Decompositions and Coalescing Eigenvalues for Matrices Depending on Parameters

Cites Work

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• Singular values of two-parameter matrices: An algorithm to accurately find their intersections
• Dynamical low-rank approximation: Applications and numerical experiments
• Numerical methods for the computation of analytic singular value decompositions
• Two-Parameter SVD: Coalescing Singular Values and Periodicity
• Low-Rank Matrix Approximation Using the Lanczos Bidiagonalization Process with Applications
• Path Following by SVD
• Dynamical Low‐Rank Approximation
• Beyond Born–Oppenheimer
• An exact sequence in differential topology

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