The HK singular value decomposition of rank deficient matrix triplets | Zendy

L. Magnus Ewerbring | Zendy; Franklin T. Luk | Zendy

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The HK singular value decomposition of rank deficient matrix triplets

Author(s) -

L. Magnus Ewerbring,

Franklin T. Luk

Publication year - 1991

Publication title -

lecture notes in computer science

Language(s) - English

Resource type - Book series

SCImago Journal Rank - 0.249

H-Index - 400

eISSN - 1611-3349

pISSN - 0302-9743

ISBN - 3-540-97628-0

DOI - 10.1007/bfb0038505

Subject(s) - singular value decomposition , rank (graph theory) , reduction (mathematics) , singular value , matrix (chemical analysis) , computation , mathematics , decomposition , value (mathematics) , product (mathematics) , matrix decomposition , combinatorics , algorithm , statistics , eigenvalues and eigenvectors , physics , chemistry , geometry , quantum mechanics , organic chemistry , chromatography

In this paper we consider a simultaneous reduction of three matrices. The described method is extended from the work presented in [3] to include rank deficient data. It is shown how, via an initial reduction, the problem becomes one of diagonalizing a product of three matrices. We compare three different algorithms for its computation and show why one is preferred over the others.

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