A new algorithm for the SVD of a long product of matrices and the stability of products
type: Item
instance of: scholarly article
title: A new algorithm for the SVD of a long product of matrices and the stability of products
zbMATH Open document ID: 0895.65012
author: David A. Stewart
publication date: 1998-03-15T00:00:00Z
full work available at URL: https://eudml.org/doc/119554
full work available at URL: pp29-47.html
review text: An LR type algorithm is derived to compute the singular values of a product of many matrices. A bound on the backward error on each of the matrices is derived and it is shown how hyperbolic rotations can be used to apply a shift to accelerate convergence. It is shown by numerical examples how the algorithm is useful to establish stability of matrix recurrences approximating dynamical systems.
Mathematics Subject Classification ID: 65F15
Mathematics Subject Classification ID: 65F20
Mathematics Subject Classification ID: 34D08
zbMATH DE Number: 1128745
zbMATH Keywords: LR algorithm
zbMATH Keywords: singular value decomposition
zbMATH Keywords: numerical examples
zbMATH Keywords: matrix recurrences
zbMATH Keywords: dynamical systems
zbMATH Keywords: error bound
zbMATH Keywords: convergence acceleration
reviewed by: Axel Ruhe
MaRDI profile type: Publication
published in: ETNA - Electronic Transactions on Numerical Analysis
description: scientific article; zbMATH DE number 1128745