An implicit Jacobi-like method for computing generalized hyperbolic SVD
نویسندگان
چکیده
منابع مشابه
A Jacobi Method for Computing Generalized Hyperbolic SVD
In this paper, we introduce a joint hyperbolic-orthogonal decomposition of two matrices which we call a Generalized Hyperbolic SVD, or GHSVD. This decomposition can be used for nding the eigenvalues and eigenvectors of a symmetric indeenite pencil X T X ? Y T Y where = diag(1). We also present an implicit Jacobi-like method for computing this GHSVD.
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 2003
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(02)00394-4