The generalized triangular decomposition

نویسندگان

  • Yi Jiang
  • William W. Hager
  • Jian Li
چکیده

Given a complex matrix H, we consider the decomposition H = QRP∗, where R is upper triangular and Q and P have orthonormal columns. Special instances of this decomposition include the singular value decomposition (SVD) and the Schur decomposition where R is an upper triangular matrix with the eigenvalues of H on the diagonal. We show that any diagonal for R can be achieved that satisfies Weyl’s multiplicative majorization conditions:

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عنوان ژورنال:
  • Math. Comput.

دوره 77  شماره 

صفحات  -

تاریخ انتشار 2008