Title: A QR-type reduction for computing the SVD of a general matrix product/quotient
Authors: Chu, DL ×
De Lathauwer, Lieven
De Moor, Bart #
Issue Date: Jul-2003
Publisher: Springer-verlag
Series Title: Numerische Mathematik vol:95 issue:1 pages:101-121
Abstract: In this paper, a QR-type reduction technique is developed for the computation of the SVD of a general matrix product/quotient A = A(1)(s1) A(2)(s2) ... A(m)(sm) with A(i) is an element of R-nxn and s(i) = 1 or s(i) = -1. First the matrix A is reduced by at most m QR-factorizations to the form Q(11)((1)) (Q(21)((1)))(-1) where Q(11)((1)) Q(21)((1)) is an element of R-nxn and (Q(11)((1)))(T)Q(11)((1)) + (Q(21)((1)))(T) Q(21)((1)) = I. Then the SVD of A is obtained by computing the CSD (Cosine-Sine Decomposition) of Q(11)((1)) and Q(21)((1)) using the Matlab command gsvd. The performance of the proposed method is verified by some numerical examples.
ISSN: 0029-599X
Publication status: published
KU Leuven publication type: IT
Appears in Collections:ESAT - STADIUS, Stadius Centre for Dynamical Systems, Signal Processing and Data Analytics
Faculty of Science, Campus Kulak Kortrijk
× corresponding author
# (joint) last author

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