DocumentCode :
3044147
Title :
Computing the small singular values of large matrices
Author :
Cullum, J. ; Willoughby, R.A.
Author_Institution :
IBM T.J.Watson Research Center, Yorktown Heights, NY
fYear :
1982
fDate :
8-10 Dec. 1982
Firstpage :
38
Lastpage :
45
Abstract :
We consider the difficult problem of computing the smallest singular values and corresponding singular vectors of large matrices, matrices of order several hundred to several thousand. We compute these quantities by computing corresponding eigenvalues and eigenvectors of related symmetric matrices. We discuss several mechanisms for accelerating the computations which may also prove useful in other types of computations. A combination singular value algorithm that makes use of two symmetric matrices associated with the singular values of the given matrix is proposed.
Keywords :
Acceleration; Eigenvalues and eigenfunctions; Equations; Information analysis; Matrix decomposition; Robustness; Sensitivity analysis; Stability analysis; Symmetric matrices; Vectors;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 1982 21st IEEE Conference on
Conference_Location :
Orlando, FL, USA
Type :
conf
DOI :
10.1109/CDC.1982.268397
Filename :
4047201
Link To Document :
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