COMPUTING THE SINGULAR VALUE DECOMPOSITION OF A PRODUCT OF 2 MATRICES

被引:52
作者
HEATH, MT
LAUB, AJ
PAIGE, CC
WARD, RC
机构
[1] UNIV CALIF SANTA BARBARA, DEPT ELECT & COMP ENGN, SANTA BARBARA, CA 93106 USA
[2] UNIV SYDNEY, DEPT COMP SCI, SYDNEY, NSW 2006, AUSTRALIA
来源
SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING | 1986年 / 7卷 / 04期
关键词
D O I
10.1137/0907078
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
引用
收藏
页码:1147 / 1159
页数:13
相关论文
共 26 条
[1]  
BRENT RP, 1983, TR82528 CORN U DEP C
[2]   AN IMPROVED ALGORITHM FOR COMPUTING THE SINGULAR VALUE DECOMPOSITION [J].
CHAN, TF .
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE, 1982, 8 (01) :72-83
[3]   ADAPTATION OF JACOBI METHOD FOR A COMPUTER WITH MAGNETIC-TAPE BACKING STORE [J].
CHARTRES, BA .
COMPUTER JOURNAL, 1962, 5 (01) :51-&
[4]  
Dongarra JJ, 1979, LINPACK USERS GUIDE
[5]  
Forsythe G. E., 1969, Constructive aspects of the fundamental theorem of algebra, P53
[6]  
Forsythe G.E., 1960, CYCLIC JACOBI METHOD
[7]  
Garbow B. S., 1977, MATRIX EIGENSYSTEM R
[8]  
Gentleman W. M., 1973, Journal of the Institute of Mathematics and Its Applications, V12, P329
[9]  
GENTLEMAN WM, 1984, COMMUNICATION JUL
[10]   ALL OPTIMAL HANKEL-NORM APPROXIMATIONS OF LINEAR-MULTIVARIABLE SYSTEMS AND THEIR L INFINITY-ERROR BOUNDS [J].
GLOVER, K .
INTERNATIONAL JOURNAL OF CONTROL, 1984, 39 (06) :1115-1193