On Constructing Unit Triangular Matrices with Prescribed Singular Values
Przemysław Kosowski , Alicja Smoktunowicz
AbstractWe propose an efficient algorithm for computing a unit lower triangular n×n matrix with prescribed singular values of O(n 2) cost. This is a solution of the question raised by N. J. Higham in [4, Problem 26.3, p. 528].
|Journal series||Computing, ISSN 0010-485X, 1436-5057|
|Keywords in English||AMS Subject Classifications: 15A18, 65F30., Key Words: Singular value decomposition, stability, triangular matrix.|
|Citation count*||14 (2015-04-09)|
* presented citation count is obtained through Internet information analysis and it is close to the number calculated by the Publish or Perish system.