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The HK singular value decomposition of rank deficient matrix triplets

  • Track 8: Numerical Analysis
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Computing in the 90's (Great Lakes CS 1989)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 507))

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Abstract

In this paper we consider a simultaneous reduction of three matrices. The described method is extended from the work presented in [3] to include rank deficient data. It is shown how, via an initial reduction, the problem becomes one of diagonalizing a product of three matrices. We compare three different algorithms for its computation and show why one is preferred over the others.

Supported by the Applied Mathematical Sciences subprogram of the Office of Energy Research, U.S. Department of Energy, under Contract W-31-109-Eng-38

Supported by Army Research Office Grant DAAL 03-86-K-0109

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6 References

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Author information

Authors and Affiliations

  1. Mathematics and Computer Science Division, Argonne National Laboratory, 60439, Argonne, Illinois

    L. Magnus Ewerbring

  2. School of Electrical Engineering, Cornell University, 14853, Ithaca, New York

    Franklin T. Luk

Authors
  1. L. Magnus Ewerbring
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  2. Franklin T. Luk
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Editor information

Naveed A. Sherwani Elise de Doncker John A. Kapenga

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© 1991 Springer-Verlag Berlin Heidelberg

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Ewerbring, L.M., Luk, F.T. (1991). The HK singular value decomposition of rank deficient matrix triplets. In: Sherwani, N.A., de Doncker, E., Kapenga, J.A. (eds) Computing in the 90's. Great Lakes CS 1989. Lecture Notes in Computer Science, vol 507. Springer, New York, NY. https://doi.org/10.1007/BFb0038505

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  • DOI: https://doi.org/10.1007/BFb0038505

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  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-0-387-97628-0

  • Online ISBN: 978-0-387-34815-5

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