Accurate Computation of the Product-Induced Singular Value Decomposition with Applications
β Scribed by Drmac, Zlatko
- Book ID
- 118189432
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 1998
- Tongue
- English
- Weight
- 944 KB
- Volume
- 35
- Category
- Article
- ISSN
- 0036-1429
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
We analyze when it is possible to compute the singular values and singular vectors of a matrix with high relative accuracy. This means that each computed singular value is guaranteed to have some correct digits, even if the singular values have widely varying magnitudes. This is in contrast to the a
Accurately computing the singular values of long products of matrices is important for estimating Lyapunov exponents: . Algorithms for computing singular values of products, in fact, compute the singular values of a perturbed product The question is how small are the relative errors of the singula