Title: On the computation of the restricted singular value decomposition via the cosine-sine decomposition
Authors: Chu, Delin ×
De Lathauwer, Lieven
De Moor, Bart #
Issue Date: 2001
Publisher: Society for Industrial and Applied Mathematics
Series Title: SIAM Journal on Matrix Analysis and Applications vol:22 issue:2 pages:580-601
Abstract: In this paper, we show that the restricted singular value decomposition of a matrix triplet A is an element of R-nxm, B is an element of R-nxl, C is an element of R-pxm can be computed by means of the cosine-sine decomposition. In the rst step, the matrices A, B, C are reduced to a lower-dimensional matrix triplet A, B, C, in which B and C are nonsingular, using orthogonal transformations such as the QR-factorization with column pivoting and the URV decomposition. In the second step, the components of the restricted singular value decomposition of A, B, C are derived from the singular value decomposition of B-1 AC(-1). Instead of explicitly forming the latter product, a link with the cosine-sine decomposition, which can be computed by Van Loan's method, is exploited. Some numerical examples are given to show the performance of the presented method.
Description: Afdeling ESAT - SCD : SISTA, signalen, identificatie, systeemtheorie en automatisatie / COSIC, comp. Departement Elektrotechniek (ESAT)
ISSN: 0895-4798
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Faculty of Science, Campus Kulak Kortrijk
ESAT - STADIUS, Stadius Centre for Dynamical Systems, Signal Processing and Data Analytics
× corresponding author
# (joint) last author

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