Computing the singular value decomposition with high relative accuracy
نویسندگان
چکیده
منابع مشابه
Computing the Generalized Singular Value Decomposition
We present a variation of Paige's algorithm for computing the generalized singular value decomposition (GSVD) of two matrices A and B. There are two innovations. The rst is a new preprocessing step which reduces A and B to upper triangular forms satisfying certain rank conditions. The second is a new 2 by 2 triangular GSVD algorithm, which constitutes the inner loop of Paige's algorithm. We pre...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1999
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(99)00134-2