Computing the Singular Value Decomposition of a Product of Two Matrices
Authors:
- M. T. HeathMHM. T. Heath
- A. J. LaubALA. J. Laub
- C. C. PaigeCPC. C. Paige
- R. C. WardRWR. C. Ward
- 1 October 1986
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Scientific and Statistical Computing
- Vol. 7 (4) , 1147-1159
Abstract
An algorithm is developed for computing the singular value decomposition of a product of two general matrices without explicitly forming the product. The algorithm is based on an earlier Jacobi-like method due to Kogbetliantz and uses plane rotations applied to the two matrices separately. A triangular variant of the basic algorithm is developed that reduces the amount of work required.Keywords
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