Numerical Gradient Algorithms for Eigenvalue and Singular Value Calculations
نویسندگان
چکیده
منابع مشابه
Eigenvalues and Singular Values 10.1 Eigenvalue and Singular Value Decompositions
This chapter is about eigenvalues and singular values of matrices. Computational algorithms and sensitivity to perturbations are both discussed. An eigenvalue and eigenvector of a square matrix A are a scalar λ and a nonzero vector x so that Ax = λx. A singular value and pair of singular vectors of a square or rectangular matrix A are a nonnegative scalar σ and two nonzero vectors u and v so th...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 1994
ISSN: 0895-4798,1095-7162
DOI: 10.1137/s0036141092229732