메뉴 건너뛰기




Volumn 35, Issue 5, 1998, Pages 1969-1994

Accurate computation of the product-induced singular value decomposition with applications

Author keywords

Contragredient transformation; Eigenvalue problem; Product induced singular value decomposition; Relative accuracy; Singular value decomposition; System balancing

Indexed keywords


EID: 0000075074     PISSN: 00361429     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0036142995292633     Document Type: Article
Times cited : (33)

References (39)
  • 2
    • 0021973363 scopus 로고
    • Stability analysis of the G-algorithm and a note on its application to sparse least squares problems
    • J. BARLOW, Stability analysis of the G-algorithm and a note on its application to sparse least squares problems, BIT, 25 (1985), pp. 507-520.
    • (1985) BIT , vol.25 , pp. 507-520
    • Barlow, J.1
  • 4
    • 0000673625 scopus 로고
    • Linear least squares solutions by Householder transformations
    • P. A. BUSINGER AND G. H. GOLUB, Linear least squares solutions by Householder transformations, Numer. Math., 7 (1965), pp. 269-276.
    • (1965) Numer. Math. , vol.7 , pp. 269-276
    • Businger, P.A.1    Golub, G.H.2
  • 5
    • 0009079562 scopus 로고
    • A one-sided Jacobi algorithm for computing the singular value decomposition on a vector computer
    • P. P. M. DE RIJK, A one-sided Jacobi algorithm for computing the singular value decomposition on a vector computer, SIAM J. Sci. Statist. Comput., 10 (1989), pp. 359-371.
    • (1989) SIAM J. Sci. Statist. Comput. , vol.10 , pp. 359-371
    • De Rijk, P.P.M.1
  • 7
    • 0003754820 scopus 로고
    • A Test Matrix Generation Suite
    • Courant Institute, New York
    • J. DEMMEL AND A. MCKENNEY, A Test Matrix Generation Suite, LAPACK Working Note 9, Courant Institute, New York, 1989.
    • (1989) LAPACK Working Note , vol.9
    • Demmel, J.1    Mckenney, A.2
  • 8
    • 21144468781 scopus 로고
    • Jacobi's method is more accurate than QR
    • J. DEMMEL AND K. VESELIĆ, Jacobi's method is more accurate than QR, SIAM J. Matrix Anal. Appl., 13 (1992), pp. 1204-1245.
    • (1992) SIAM J. Matrix Anal. Appl. , vol.13 , pp. 1204-1245
    • Demmel, J.1    Veselić, K.2
  • 10
    • 0001408478 scopus 로고    scopus 로고
    • A tangent algorithm for computing the generalized singular value decomposition
    • Z. DRMAČ, A tangent algorithm for computing the generalized singular value decomposition, SIAM J. Numer. Anal., 35 (1998), pp. 1804-1832.
    • (1998) SIAM J. Numer. Anal. , vol.35 , pp. 1804-1832
    • Drmač, Z.1
  • 11
    • 0030514248 scopus 로고    scopus 로고
    • On the condition behaviour in the Jacobi method
    • Z. DRMAČ, On the condition behaviour in the Jacobi method, SIAM J. Matrix Anal. Appl., 17 (1996), pp. 509-514.
    • (1996) SIAM J. Matrix Anal. Appl. , vol.17 , pp. 509-514
    • Drmač, Z.1
  • 12
    • 0031173524 scopus 로고    scopus 로고
    • Implementation of Jacobi rotations for accurate singular value computation in floating point arithmetic
    • Z. DRMAČ, Implementation of Jacobi rotations for accurate singular value computation in floating point arithmetic, SIAM J. Sci. Comput., 18 (1997), pp. 1200-1222.
    • (1997) SIAM J. Sci. Comput. , vol.18 , pp. 1200-1222
    • Drmač, Z.1
  • 13
  • 15
    • 0001371240 scopus 로고
    • Relative perturbation techniques for singular value problems
    • S. EISENSTAT AND I. IPSEN, Relative perturbation techniques for singular value problems, SIAM J. Numer. Anal., 32 (1995), pp. 1972-1988.
    • (1995) SIAM J. Numer. Anal. , vol.32 , pp. 1972-1988
    • Eisenstat, S.1    Ipsen, I.2
  • 16
    • 0002187943 scopus 로고
    • A product induced singular value decomposition (πSVD) for two matrices and balanced realization
    • SIAM, Philadelphia
    • K. V. FERNANDO AND S. HAMMARLING, A product induced singular value decomposition (πSVD) for two matrices and balanced realization, in Linear Algebra in Signals, Systems, and Control, SIAM, Philadelphia, 1988, pp. 128-140.
    • (1988) Linear Algebra in Signals, Systems, and Control , pp. 128-140
    • Fernando, K.V.1    Hammarling, S.2
  • 17
    • 0016521361 scopus 로고
    • Error analysis of QR decompositions by Givens transformations
    • W. M. GENTLEMAN, Error analysis of QR decompositions by Givens transformations, Linear Algebra Appl., 10 (1975), pp. 189-197.
    • (1975) Linear Algebra Appl. , vol.10 , pp. 189-197
    • Gentleman, W.M.1
  • 20
    • 0003216822 scopus 로고    scopus 로고
    • Efficient algorithms for computing a strong rank-revealing QR factorization
    • M. GU AND S. EISENSTAT, Efficient algorithms for computing a strong rank-revealing QR factorization, SIAM J. Sci. Comput., 17 (1996), pp. 848-869.
    • (1996) SIAM J. Sci. Comput. , vol.17 , pp. 848-869
    • Gu, M.1    Eisenstat, S.2
  • 21
    • 0000567621 scopus 로고
    • Numerical solution of the stable, non-negative definite Lyapunov equation
    • S. HAMMARLING, Numerical solution of the stable, non-negative definite Lyapunov equation, IMA J. Numer. Anal., 2 (1982), pp. 303-323.
    • (1982) IMA J. Numer. Anal. , vol.2 , pp. 303-323
    • Hammarling, S.1
  • 22
    • 0000726284 scopus 로고
    • Computing the singular value decomposition of a product of two matrices
    • M. T. HEATH, A. J. LAUB, C. C. PAIGE, AND R. C. WARD, Computing the singular value decomposition of a product of two matrices, SIAM J. Sci. Statist. Comput., 7 (1986), pp. 1147-1159.
    • (1986) SIAM J. Sci. Statist. Comput. , vol.7 , pp. 1147-1159
    • Heath, M.T.1    Laub, A.J.2    Paige, C.C.3    Ward, R.C.4
  • 23
    • 0003027926 scopus 로고
    • Inversion of matrices by biorthogonalization and related results
    • M. R. HESTENES, Inversion of matrices by biorthogonalization and related results, J. SIAM, 6 (1958), pp. 51-90.
    • (1958) J. SIAM , vol.6 , pp. 51-90
    • Hestenes, M.R.1
  • 26
    • 84868361941 scopus 로고
    • Über ein leichtes Verfahren die in der Theorie der Säcularstörungen vorkommenden Gleichungen numerisch aufzulösen
    • C. G. J. JACOBI, Über ein leichtes Verfahren die in der Theorie der Säcularstörungen vorkommenden Gleichungen numerisch aufzulösen, Crelle's Journal für reine und angew. Math., 30 (1846), pp. 51-95.
    • (1846) Crelle's Journal für Reine und Angew. Math. , vol.30 , pp. 51-95
    • Jacobi, C.G.J.1
  • 27
    • 0023288081 scopus 로고
    • Computation of system balancing transformations and other applications of simultaneous diagonalization algorithms
    • A. J. LAUB, M. T. HEATH, C. C. PAIGE, AND R. C. WARD, Computation of system balancing transformations and other applications of simultaneous diagonalization algorithms, IEEE Trans. Automat. Control, AC-32 (1987), pp. 115-122.
    • (1987) IEEE Trans. Automat. Control , vol.AC-32 , pp. 115-122
    • Laub, A.J.1    Heath, M.T.2    Paige, C.C.3    Ward, R.C.4
  • 28
    • 0032344743 scopus 로고    scopus 로고
    • Relative Perturbation Theory: (I) Eigenvalue and Singular Value Variations
    • Mathematical Science Section, Oak Ridge National Laboratory, Oak Ridge, TN
    • R.-C. LI, Relative Perturbation Theory: (I) Eigenvalue and Singular Value Variations, Technical Report, Mathematical Science Section, Oak Ridge National Laboratory, Oak Ridge, TN, 1996; SIAM J. Matrix Anal. Appl., 19 (1998), pp. 956-982.
    • (1996) Technical Report
    • Li, R.-C.1
  • 29
    • 0032344743 scopus 로고    scopus 로고
    • R.-C. LI, Relative Perturbation Theory: (I) Eigenvalue and Singular Value Variations, Technical Report, Mathematical Science Section, Oak Ridge National Laboratory, Oak Ridge, TN, 1996; SIAM J. Matrix Anal. Appl., 19 (1998), pp. 956-982.
    • (1998) SIAM J. Matrix Anal. Appl. , vol.19 , pp. 956-982
  • 30
    • 6244308227 scopus 로고
    • A note on Jacobi being more accurate than QR
    • W. F. MASCARENHAS, A note on Jacobi being more accurate than QR, SIAM J. Matrix Anal. Appl., 15 (1994), pp. 215-218.
    • (1994) SIAM J. Matrix Anal. Appl. , vol.15 , pp. 215-218
    • Mascarenhas, W.F.1
  • 31
    • 0346198372 scopus 로고
    • Spectral Perturbation Bounds for Positive Definite Matrices
    • Department of Mathematics, College of William and Mary, Williamsburg, VA
    • R. MATHIAS, Spectral Perturbation Bounds for Positive Definite Matrices, Technical Report, Department of Mathematics, College of William and Mary, Williamsburg, VA, 1995.
    • (1995) Technical Report
    • Mathias, R.1
  • 32
    • 0003164343 scopus 로고
    • An alternative Givens ordering
    • J. J. MODI AND M. R. B. CLARKE, An alternative Givens ordering, Numer. Math., 43 (1984), pp. 83-90.
    • (1984) Numer. Math. , vol.43 , pp. 83-90
    • Modi, J.J.1    Clarke, M.R.B.2
  • 33
    • 0000303960 scopus 로고
    • A theory of condition
    • J. R. RICE, A theory of condition, SIAM J. Numer. Anal., 3 (1966), pp. 287-310.
    • (1966) SIAM J. Numer. Anal. , vol.3 , pp. 287-310
    • Rice, J.R.1
  • 34
    • 85034171865 scopus 로고
    • Vorlesungen über numerische Mathematik, Band 2, Differentialgleichungen und Eigenwertprobleme
    • Lehrbücher und Monographien aus dem Gebiete der exakten Wissenschaften, Birkhäuser Verlag, Basel, Stuttgart
    • H. RUTISHAUSER, Vorlesungen über numerische Mathematik, Band 2, Differentialgleichungen und Eigenwertprobleme, Lehrbücher und Monographien aus dem Gebiete der exakten Wissenschaften, Math. Reihe, Band 57, Birkhäuser Verlag, Basel, Stuttgart, 1976.
    • (1976) Math. Reihe , vol.57
    • Rutishauser, H.1
  • 35
    • 0002090018 scopus 로고
    • Condition numbers and equilibration of matrices
    • A. VAN DER SLUIS, Condition numbers and equilibration of matrices, Numer. Math., 14 (1969), pp. 14-23.
    • (1969) Numer. Math. , vol.14 , pp. 14-23
    • Van Der Sluis, A.1
  • 36
    • 0001077325 scopus 로고
    • A note on a one-sided Jacobi algorithm
    • K. VESELIĆ AND V. HARI, A note on a one-sided Jacobi algorithm, Numer. Math., 56 (1989), pp. 627-633.
    • (1989) Numer. Math. , vol.56 , pp. 627-633
    • Veselić, K.1    Hari, V.2
  • 37
    • 21344486120 scopus 로고
    • Floating-point perturbations of Hermitian matrices
    • K. VESELIĆ AND I. SLAPNIČAR, Floating-point perturbations of Hermitian matrices, Linear Algebra Appl., 195 (1993), pp. 81-116.
    • (1993) Linear Algebra Appl. , vol.195 , pp. 81-116
    • Veselić, K.1    Slapničar, I.2
  • 38
    • 84945709312 scopus 로고
    • Error analysis of direct methods of matrix inversion
    • J. H. WILKINSON, Error analysis of direct methods of matrix inversion, J. Assoc. Comput. Mach., 8 (1962), pp. 281-330.
    • (1962) J. Assoc. Comput. Mach. , vol.8 , pp. 281-330
    • Wilkinson, J.H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.