Access

You are not currently logged in.

Access your personal account or get JSTOR access through your library or other institution:

login

Log in to your personal account or through your institution.

If you need an accessible version of this item please contact JSTOR User Support

Towards a Generalized Singular Value Decomposition

C. C. Paige and M. A. Saunders
SIAM Journal on Numerical Analysis
Vol. 18, No. 3 (Jun., 1981), pp. 398-405
Stable URL: http://www.jstor.org/stable/2156862
Page Count: 8
  • Subscribe ($19.50)
  • Cite this Item
If you need an accessible version of this item please contact JSTOR User Support
Towards a Generalized Singular Value Decomposition
Preview not available

Abstract

We suggest a form for, and give a constructive derivation of, the generalized singular value decomposition of any two matrices having the same number of columns. We outline its desirable characteristics and compare it to an earlier suggestion by Van Loan [SIAM J. Numer. Anal., 13 (1976), pp. 76-83]. The present form largely follows from the work of Van Loan, but is slightly more general and computationally more amenable than that in the paper cited. We also prove a useful extension of a theorem of Stewart [SIAM Rev. 19 (1977), pp. 634-662] on unitary decompositions of submatrices of a unitary matrix.

Page Thumbnails

  • Thumbnail: Page 
398
    398
  • Thumbnail: Page 
399
    399
  • Thumbnail: Page 
400
    400
  • Thumbnail: Page 
401
    401
  • Thumbnail: Page 
402
    402
  • Thumbnail: Page 
403
    403
  • Thumbnail: Page 
404
    404
  • Thumbnail: Page 
405
    405