On constructing unit triangular matrices with prescribed singular values

被引:12
作者
Kosowski, P
Smoktunowicz, A
机构
[1] Polish Acad Sci, Inst Math, PL-00950 Warsaw, Poland
[2] Warsaw Univ Technol, Inst Math, PL-00661 Warsaw, Poland
关键词
singular value decomposition; stability; triangular matrix;
D O I
10.1007/s006070050047
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
We propose an efficient algorithm for computing a unit lower triangular n x n matrix with prescribed singular values of O(n(2)) cost. This is a solution of the question raised by N. J. Higham in [4, Problem 26.3, p. 528].
引用
收藏
页码:279 / 285
页数:7
相关论文
共 9 条
[1]   COMPUTING THE GENERALIZED SINGULAR-VALUE DECOMPOSITION [J].
BAI, ZJ ;
DEMMEL, JW .
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 1993, 14 (06) :1464-1486
[2]  
Bjorck, 1996, NUMERICAL METHODS LE, V5, P497, DOI DOI 10.1137/1.9781611971484
[3]  
Golub G. H., 2013, Matrix Computations
[4]  
Higham N. J., 1996, ACCURACY STABILITY N
[5]  
HIGHAM NJ, 1988, P EPSRC NUM AN SUMM
[7]  
Horn R. A., 1994, Matrix Analysis
[8]  
KOSOWSKI P, 1997, 70 I MAT POL WARSZ
[9]  
LI CK, 1997, UNPUB EFFICIENT ALGO