Chapter
11 Approximating the PSVD and QSVD
Abstract
This chapter presents an adaptive method for approximating the singular value decomposition (SVD) of the product AB or the quotient AB-1 of two matrices A and B. Specifically, it computes an approximation of the complete orthogonal decomposition of AB or AB -1. The algorithm is an extension of the ULV decomposition algorithm.
Authors
Qiao S
Book title
SVD and Signal Processing III
Pagination
pp. 149-155
Publisher
Elsevier
Publication Date
1995
DOI
10.1016/b978-044482107-2/50013-3