DocumentCode
3043881
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
fYear
1981
fDate
16-18 Dec. 1981
Firstpage
1484
Lastpage
1486
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control including the Symposium on Adaptive Processes, 1981 20th IEEE Conference on
Conference_Location
San Diego, CA, USA
Type
conf
DOI
10.1109/CDC.1981.269505
Filename
4047184
Link To Document