Article ID Journal Published Year Pages File Type
4640705 Journal of Computational and Applied Mathematics 2010 6 Pages PDF
Abstract

In this work we reduce the computation of the singular values of a general product/quotient of matrices to the computation of the singular values of an upper triangular semiseparable matrix. Compared to the reduction into a bidiagonal matrix the reduction into semiseparable form exhibits a nested subspace iteration. Hence, when there are large gaps between the singular values, these gaps manifest themselves already during the reduction algorithm in contrast to the bidiagonal case.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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