Title of article :
On a variational formulation of the QSVD and the RSVD Original Research Article
Author/Authors :
Delin Chu، نويسنده , , Bart De Moor، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Abstract :
Recently, M.T. Chu, R.F. Funderlic and G.H. Golub [SIAM J. Matrix Anal. Appl., 18 (1997) 1082–1092] presented a variational formulation for the quotient singular value decomposition (QSVD) of two matrices
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which is a generalization to two matrices of the ordinary singular value decomposition (SVD) and characterizes the role of two orthogonal matrices in QSVD. In this paper, we give an alternative derivation of this variational formulation and extend it to establish an analogous variational formulation for the Restricted Singular Value Decomposition (RSVD) of a matrix triplet
image
, which provides a new understanding of the orthogonal matrices appearing in this decomposition.
Keywords :
SVD , QSVD , RSVD , Generalized singular value , variational formulation , Stationary value , Stationary point
Journal title :
Linear Algebra and its Applications
Journal title :
Linear Algebra and its Applications