A Numerical Method for Computing an SVD-like Decomposition
نویسندگان
چکیده
منابع مشابه
A Numerical Method for Computing an SVD-like Decomposition
We present a numerical method to compute the SVD-like decomposition B = QDS−1, where Q is orthogonal, S is symplectic and D is a permuted diagonal matrix. The method can be applied directly to compute the canonical form of the Hamiltonian matrices of the form JBTB, where J = [ 0 −I I 0 ] . It can also be applied to solve the related application problems such as the gyroscopic systems and linear...
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A matrix S ∈ C2m×2m is symplectic if SJS∗ = J , where J = [ 0 −Im Im 0 ] . Symplectic matrices play an important role in the analysis and numerical solution of matrix problems involving the indefinite inner product x∗(iJ)y. In this paper we provide several matrix factorizations related to symplectic matrices. We introduce a singular value-like decomposition B = QDS−1 for any real matrix B ∈ Rn×...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2005
ISSN: 0895-4798,1095-7162
DOI: 10.1137/s0895479802410529