A differential equation approach to the singular value decomposition of bidiagonal matrices |
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Institution: | Department of Mathematics North Carolina State University Raleigh, North Carolina 27695-8205, USA |
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Abstract: | We consider the problem of approximating the singular value decomposition of a bidiagonal matrix by a one-parameter family of differentiable matrix flows. It is shown that this approach can be fully expressed as an autonomous, homogeneous, and cubic dynamical system. Asymptotic behavior is justified by the established theory of the Toda lattice. |
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