Analysis of Some Matrix Problems Using the CS Decomposition
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Author
Van Loan, Charles
Abstract
The gist of the CS decomposition is that the blocks of a partitioned orthogonal matrix have related singular value decompositions. In this paper we develop a perturbation theory for the CS decomposition and use it to analyze (a) the total least squares problem, (b) the Golub-Klema-Stewart subset selection algorithm, (c) the algebraic Riccati equation, and (d) the generalized singular value decomposition.
Date Issued
1984-03
Publisher
Cornell University
Keywords
Previously Published as
http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR84-603
Type
technical report