An accurate product SVD algorithm

Bojanczyk, A.;Ewerbring, M.;Luk, F.;Van Dooren, Paul
(1990) SVD in Signal Processing II, Algorithms, Architectures and Applications — ISBN: [0-444-88896-9], p. 217-228, published

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Authors
  • Bojanczyk, A.Cornell Univ
    Author
  • Ewerbring, M.Cornell Univ
    Author
  • Luk, F.Cornell Univ
    Author
  • Van Dooren, PaulUCLouvain
    Author
Abstract
In this paper, we propose a new algorithm for computing a singular value decomposition of a product of three matrices. We show that our algorithm is numerically desirable in that all relevant residual elements will be numerically small.
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Bojanczyk, A., Ewerbring, M., Luk, F., & Van Dooren, P. (1990). An accurate product SVD algorithm. In R. Vaccaro (ed.), SVD in Signal Processing II, Algorithms, Architectures and Applications (p. p. 217-228). Elsevier. https://hdl.handle.net/2078.5/43147