Using semiseparable matrices to compute the SVD of a general matrix product/quotient
نویسندگان
چکیده
In this manuscript 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.
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ورودعنوان ژورنال:
- J. Computational Applied Mathematics
دوره 234 شماره
صفحات -
تاریخ انتشار 2010