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TW 508
Marc Van Barel, Yvette Vanberghen, Paul Van Dooren
Using semiseparable matrices to compute the SVD of a general matrix product/quotient
Abstract
In this manuscript 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.
report.pdf (282K) / mailto: M. Van Barel