A QR-type reduction for computing the SVD of a general matrix product/quotient
type: Item
instance of: scholarly article
title: A QR-type reduction for computing the SVD of a general matrix product/quotient
zbMATH Open document ID: 1029.65037
author: Delin Chu
author: Lieven De Lathauwer
author: B. De Moor
published in: Numerische Mathematik
publication date: 2003-08-19T00:00:00Z
review text: The authors study the computation of the singular value decomposition (SVD) of a general matrix product/quotient sequence. First, they reduce the sequence by QR-factorizations. Then using the Matlab command \(gsvd\) they produce the SVD. An advantage of the proposed QR-factorization is its flexibility of adding one more matrix from left or right of the original matrix product/quotient. This feature is very useful for the applications like the estimation of Lyapunov exponents of dynamic systems. Some numerical examples illustrating the proposed method are given.
Mathematics Subject Classification ID: 65F20
Mathematics Subject Classification ID: 37M25
zbMATH DE Number: 1967717
zbMATH Keywords: singular value decomposition
zbMATH Keywords: algorithm
zbMATH Keywords: matrix reduction
zbMATH Keywords: matrix product
zbMATH Keywords: quotient sequence
zbMATH Keywords: QR factorization
zbMATH Keywords: Lyapunov exponents
zbMATH Keywords: dynamic systems
zbMATH Keywords: numerical examples
reviewed by: R. P. Tewarson
describes a project that uses: Matlab
MaRDI profile type: Publication
full work available at URL: s00211-002-0431-z
OpenAlex ID: W2022336648
DOI: 10.1007/S00211-002-0431-Z
description: scientific article; zbMATH DE number 1967717