Bibliographic Details
| Title: |
Using semiseparable matrices to compute the SVD of a general matrix product/quotient |
| Authors: |
Van Barel, Marc1 marc.vanbarel@cs.kuleuven.be, Vanberghen, Yvette1 yvette.vanberghen@cs.kuleuven.be, Van Dooren, Paul2 paul.vandooren@uclouvain.be |
| Source: |
Journal of Computational & Applied Mathematics. Oct2010, Vol. 234 Issue 11, p3175-3180. 6p. |
| Subjects: |
Semiseparable matrices, Singular value decomposition, Iterative methods (Mathematics), Algorithms, Mathematical analysis |
| Abstract: |
Abstract: In this work we reduce the computation of the singular values of a general product/quotient of matrices to the computation of the singular values of an upper triangular semiseparable matrix. Compared to the reduction into a bidiagonal matrix the reduction into semiseparable form exhibits a nested subspace iteration. Hence, when there are large gaps between the singular values, these gaps manifest themselves already during the reduction algorithm in contrast to the bidiagonal case. [Copyright &y& Elsevier] |
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| Database: |
Engineering Source |