The QRPS algorithm: A generalization of the QR algorithm for the singular values decomposition of rectangular matrices |
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| Authors: | M. Bolla G. Tusnády |
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| Affiliation: | (1) MTA Számítástechnikai és Automatizálási Kutató Intézet, Kende U. 13-17, P. O. Box 63, H-1502 Budapest, Hungary;(2) MTA Matematikai Kutató Intézet, Reáltanoda U. 13-15, P. O. Box 127, H-1364 Budapest, Hungary |
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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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| Keywords: | Primary 65F15 Secondary 65F25 |
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