On Constructing Unit Triangular Matrices with Prescribed Singular Values

Przemysław Kosowski , Alicja Smoktunowicz

Abstract

We 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].
Author Przemysław Kosowski
Przemysław Kosowski,,
-
, Alicja Smoktunowicz (FMIS / DACSCM)
Alicja Smoktunowicz,,
- Department of Applied Computer Science and Computation Methods
Journal seriesComputing, ISSN 0010-485X, 1436-5057
Issue year2000
Vol64
No3
Pages279-285
Keywords in EnglishAMS Subject Classifications: 15A18, 65F30., Key Words: Singular value decomposition, stability, triangular matrix.
DOIDOI:10.1007/s006070050047
URL http://link.springer.com/article/10.1007/s006070050047
Score (nominal)0
Citation count*14 (2015-04-09)
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