• 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