On choices of formulations of computing the generalized singular value decomposition of a large matrix pair
Jinzhi Huang, Zhongxiao Jia
Topics & Concepts
Eigenvalues and eigenvectorsSingular value decompositionEigendecomposition of a matrixApplied mathematicsMathematicsComputationSingular valueTheory of computationMatrix (chemical analysis)Numerical analysisDivide-and-conquer eigenvalue algorithmPerturbation (astronomy)Matrix decompositionGeneralized eigenvectorDecompositionCondition numberSingular perturbationAlgorithmQR decompositionEigenvalue perturbationColumn (typography)Decomposition method (queueing theory)Mathematical optimizationMathematical analysisGeneralized linear array modelSingular spectrum analysisMatrix Theory and AlgorithmsModel Reduction and Neural NetworksTensor decomposition and applications