DocumentCode
3044147
Title
Computing the small singular values of large matrices
Author
Cullum, J. ; Willoughby, R.A.
Author_Institution
IBM T.J.Watson Research Center, Yorktown Heights, NY
fYear
1982
fDate
8-10 Dec. 1982
Firstpage
38
Lastpage
45
Abstract
We consider the difficult problem of computing the smallest singular values and corresponding singular vectors of large matrices, matrices of order several hundred to several thousand. We compute these quantities by computing corresponding eigenvalues and eigenvectors of related symmetric matrices. We discuss several mechanisms for accelerating the computations which may also prove useful in other types of computations. A combination singular value algorithm that makes use of two symmetric matrices associated with the singular values of the given matrix is proposed.
Keywords
Acceleration; Eigenvalues and eigenfunctions; Equations; Information analysis; Matrix decomposition; Robustness; Sensitivity analysis; Stability analysis; Symmetric matrices; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1982 21st IEEE Conference on
Conference_Location
Orlando, FL, USA
Type
conf
DOI
10.1109/CDC.1982.268397
Filename
4047201
Link To Document