A numerical algorithm for computing the restricted singular value decomposition of matrix triplets
For a triplet of matrices \(A\), \(B\), \(C\) arising for example in linear control systems \(x=Ax+Bu\), \(y=Cx\) an algorithm is given to compute the restricted singular value decomposition of the triplet. The method is based on a reduction step to get a regular triplet that can be treated by the Kogbetliantz algorithm followed by some rank computations. Numerical examples are given.
scientific article; zbMATH DE number 57560
scientific article