A NEW PREPROCESSING ALGORITHM FOR THE COMPUTATION OF THE GENERALIZED SINGULAR-VALUE DECOMPOSITION

Authors
BAI ZJ ZHA HY
Citation
Zj. Bai et Hy. Zha, A NEW PREPROCESSING ALGORITHM FOR THE COMPUTATION OF THE GENERALIZED SINGULAR-VALUE DECOMPOSITION, SIAM journal on scientific computing, 14(4), 1993, pp. 1007-1012
Citations number
11
Categorie Soggetti
Computer Sciences",Mathematics
Journal title
SIAM journal on scientific computing → ACNP
ISSN journal
10648275
Volume
14
Issue
4
Year of publication
1993
Pages
1007 - 1012
Database
ISI
SICI code
1064-8275(1993)14:4<1007:ANPAFT>2.0.ZU;2-M
Abstract
In this note a new algorithm is proposed for the preprocessing phase o f Paige's algorithm for computing the generalized singular value decom position (GSVD). This new algorithm substantially reduces the complexi ty of Paige's algorithm and makes it much easier to implement. It is a lso proved that the preprocessing phase is backward stable and a numer ical example is demonstrated.