Title :
An algorithm for computing singular values of large matrices for use in the analysis of large systems
Author :
Cullum, J. ; Willoughby, R.A.
Author_Institution :
IBM Thomas J. Watson Research Center, Yorktown Heights, New York
Abstract :
An algorithm for computing a few or many of the singular values (and a few of the corresponding singular vectors) of large matrices is presented. If the matrices under consideration are sparse, then this procedure has storage requirements that increase only linearly with the order of the matrix. Such an algorithm may prove useful in sensitivity and stability analyses of very large systems.
Keywords :
Algorithm design and analysis; Arithmetic; Control systems; Eigenvalues and eigenfunctions; Equations; Matrix decomposition; Singular value decomposition; Sparse matrices; Stability analysis; Symmetric matrices;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1981 20th IEEE Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/CDC.1981.269505
