In this paper, we consider the problem to compute a special kind of singular value decomposition of a square matrix A = U Sigma V, where U and V belong to the same D-orthogonal group, i.e. they are orthogonal with respect to a real diagonal orthogonal matrix D, while Sigma is a real diagonal positive definite matrix. In this work, we propose an algebraic method and derive a continuous approach using the projected gradient technique. The differential systems given by the continuous approach are solved using a standard integration solver together with a projection technique obtained computing the D-orthogonal factor of the hyperbolic QR decomposition.
|Titolo:||Numerical Methods for computing SVD in the D-orthogonal group|
|Data di pubblicazione:||2006|
|Digital Object Identifier (DOI):||http://dx.doi.org/10.1016/j.future.2004.11.025|
|Appare nelle tipologie:||1.1 Articolo in rivista|