Please use this identifier to cite or link to this item:
|Title:||On the computation of the restricted singular value decomposition via the cosine-sine decomposition|
|Authors:||Chu, D. |
De Lathauwer, L.
De Moor, B.
Restricted singular value decomposition
Singular value decomposition
|Source:||Chu, D., De Lathauwer, L., De Moor, B. (2001). On the computation of the restricted singular value decomposition via the cosine-sine decomposition. SIAM Journal on Matrix Analysis and Applications 22 (2) : 580-601. ScholarBank@NUS Repository. https://doi.org/10.1137/S0895479898346983|
|Abstract:||In this paper, we show that the restricted singular value decomposition of a matrix triplet A ∈ Rn x m, B ∈ Rn x l, C ∈ Rp x m can be computed by means of the cosine-sine decomposition. In the first step, the matrices A, B, C are reduced to a lower-dimensional matrix triplet A, B, C, in which B and C are nonsingular, using orthogonal transformations such as the QR-factorization with column pivoting and the URV decomposition. In the second step, the components of the restricted singular value decomposition of A, B, C are derived from the singular value decomposition of B-1 AC-1. Instead of explicitly forming the latter product, a link with the cosine-sine decomposition, which can be computed by Van Loan's method, is exploited. Some numerical examples are given to show the performance of the presented method.|
|Source Title:||SIAM Journal on Matrix Analysis and Applications|
|Appears in Collections:||Staff Publications|
Show full item record
Files in This Item:
There are no files associated with this item.
checked on Mar 8, 2018
WEB OF SCIENCETM
checked on Feb 13, 2018
checked on Mar 12, 2018
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.