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
Pages
18
From page
61
To page
78
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
Serial Year
2000
Journal title
Linear Algebra and its Applications
Record number
822995
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