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The QRPS algorithm: A generalization of the QR algorithm for the singular values decomposition of rectangular matrices

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Abstract

A generalization of the QR algorithm proposed by Francis [2] for square matrices is introduced for the singular values decomposition of arbitrary rectangular matrices. Geometrically the algorithm means the subsequent orthogonalization of the image of orthonormal bases produced in the course of the iteration. Our purpose is to show how to get a series of lower triangular matrices by alternate orthogonal-upper triangular decompositions in different dimensions and to prove the convergence of this series.

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References

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Authors and Affiliations

  1. MTA Számítástechnikai és Automatizálási Kutató Intézet, Kende U. 13-17, P. O. Box 63, H-1502, Budapest, Hungary

    M. Bolla

  2. MTA Matematikai Kutató Intézet, Reáltanoda U. 13-15, P. O. Box 127, H-1364, Budapest, Hungary

    G. Tusnády

Authors
  1. M. Bolla
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  2. G. Tusnády
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Bolla, M., Tusnády, G. The QRPS algorithm: A generalization of the QR algorithm for the singular values decomposition of rectangular matrices. Period Math Hung 16, 201–207 (1985). https://doi.org/10.1007/BF01849843

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  • DOI: https://doi.org/10.1007/BF01849843

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