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Lookup NU author(s): Dr Kenneth Wright
This paper is concerned with finding a smooth singular value decomposition for a matrix which is smoothly dependent on a parameter. A previous approach to this problem was based on minimisation techniques, here, in contrast, a system of ordinary differential equations is derived for the decomposition. It is shown that the numerical solution of an initial value problem associated with these differential equations provides a feasible approach to the solution of this problem. Particular consideration is given to the situation which arises with equal modulus singular values which lead to indeterminacies in the evaluations needed for the numerical solution. Examples which illustrate the behaviour of the method are included.
Author(s): Wright K
Publication type: Report
Publication status: Published
Series Title: Computing Laboratory Technical Report Series
Year: 1991
Pages: 20
Print publication date: 01/12/1991
Source Publication Date: December 1991
Report Number: 365
Institution: Computing Laboratory, University of Newcastle upon Tyne
Place Published: Newcastle upon Tyne
URL: http://www.cs.ncl.ac.uk/publications/trs/papers/365.pdf
