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Abstract: . In this paper we derive a new algorithm for constructing a unitary decomposition of a sequence of matrices in product or quotient form. The unitary decomposition requires only unitary left and right transformations on the individual matrices and amounts to computing the generalized singular value decomposition of the sequence. The proposed algorithm is related to the classical Golub-Kahan procedure for computing the singular value decomposition of a single matrix in that it constructs a... (Update)
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BibTeX entry: (Update)
@misc{ golub-computing,
author = "Gene Golub and Knut Sølna and et al.",
title = "Computing the SVD of a General Matrix Product/Quotient",
url = "citeseer.ist.psu.edu/411867.html" }
Citations (may not include all citations):624 The algebraic eigenvalue problem (context) - Wilkinson - 1965
78 An algorithm for the generalized matrix eigenvalue problem (context) - Moler, Stewart - 1973
57 Calculating the singular values and pseudoinverse of a matri.. (context) - Golub, Kahan - 1965
44 Accurate singular values and differential qd algorithms (context) - Fernando, Parlett - 1994
19 Computing the Singular Value Decomposition with High Relativ.. - Demmel, Gu et al.
17 A collection of matrices for testing computational algorithm.. (context) - Gregory, Karney - 1969
13 On Kogbetliantz's SVD algorithm in the presence of clusters (context) - Charlier, Van Dooren - 1987
5 Algorithms and Applications (context) - Bojanczyk, Golub et al. - 1992
4 Generalizations of the singular value and QR decomposition - De Moor, Van Dooren - 1992
3 Parallel stabilized compactification for ODEs with parameter.. (context) - Mattheij, Wright - 1993
3 Matrix Computations 3rd edition (context) - Golub, Van Loan - 1996
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