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• W2000817250 abstract "In this paper, we show that the restricted singular value decomposition of a matrix triplet $Ain R^{n times m}, Bin R^{n times l}, Cin R^{p times m}$ can be computed by means of the cosine-sine decomposition. In the first step, the matrices A, B, C are reduced to a lower-dimensional matrix triplet ${cal A}, {cal B}, {cal C}$, in which ${cal B}$ and ${cal C}$ are nonsingular, using orthogonal transformations such as the QR-factorization with column pivoting and the URV decomposition. In the second step, the components of the restricted singular value decomposition of A, B, C are derived from the singular value decomposition of ${cal B}^{-1}{cal A}{cal C}^{-1}$. Instead of explicitly forming the latter product, a link with the cosine-sine decomposition, which can be computed by Van Loan's method, is exploited. Some numerical examples are given to show the performance of the presented method." @default.
• W2000817250 created "2016-06-24" @default.
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• W2000817250 date "2000-01-01" @default.
• W2000817250 modified "2023-10-16" @default.
• W2000817250 title "On the Computation of the Restricted Singular Value Decomposition via the Cosine-Sine Decomposition" @default.
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• W2000817250 doi "https://doi.org/10.1137/s0895479898346983" @default.
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