A NEW PREPROCESSING ALGORITHM FOR THE COMPUTATION OF THE GENERALIZED SINGULAR-VALUE DECOMPOSITION

被引：22
|
作者：
BAI, ZJ [1 ]
ZHA, HY [1 ]
机构：
[1] STANFORD UNIV,STANFORD,CA 94305
来源：
SIAM JOURNAL ON SCIENTIFIC COMPUTING | 1993年 / 14卷 / 04期
关键词：
GENERALIZED SINGULAR VALUE DECOMPOSITION; URV DECOMPOSITION;
D O I：
10.1137/0914060
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this note a new algorithm is proposed for the preprocessing phase of Paige's algorithm for computing the generalized singular value decomposition (GSVD). This new algorithm substantially reduces the complexity of Paige's algorithm and makes it much easier to implement. It is also proved that the preprocessing phase is backward stable and a numerical example is demonstrated.
引用
收藏
页码：1007 / 1012
页数：6
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