GENERALIZATIONS OF THE SINGULAR VALUE AND QR DECOMPOSITIONS

被引:39
作者
DEMOOR, B
VANDOOREN, P
机构
[1] BELGIAN NATL FUND SCI RES,LOUVAIN,BELGIUM
[2] UNIV ILLINOIS,COORDINATED SCI LAB,URBANA,IL 61801
关键词
SINGULAR VALUE DECOMPOSITION; QR-FACTORIZATION; URV-DECOMPOSITION; COMPLETE ORTHOGONAL DECOMPOSITION;
D O I
10.1137/0613060
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper discusses multimatrix generalizations of two well-known orthogonal rank factorizations of a matrix: the generalized singular value decomposition and the generalized QR-(or URV-) decomposition. These generalizations can be obtained for any number of matrices of compatible dimensions. This paper discusses in detail the structure of these generalizations and their mutual relations and gives a constructive proof for the generalized QR-decompositions.
引用
收藏
页码:993 / 1014
页数:22
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