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On the Computation of the Restricted Singular Value Decomposition via the Cosine-Sine Decomposition

✍ Scribed by Chu, Delin; De Lathauwer, Lieven; De Moor, Bart

Book ID
118215449
Publisher
Society for Industrial and Applied Mathematics
Year
2000
Tongue
English
Weight
272 KB
Volume
22
Category
Article
ISSN
0895-4798

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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