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On Graded QR Decompositions of Products of Matrices

dc.contributor.authorStewart, G. W.en_US
dc.description.abstractThis paper is concerned with the singular values and vectors of a product $M_{m}=A_{1}A_{2}\cdots A_{m}$ of matrices of order $n$. The chief difficulty with computing them from directly from $M_{m}$ is that with increasing $m$ the ratio of the small to the large singular values of $M_{m}$ may fall below the rounding unit, so that the former are computed inaccurately. The solution proposed here is to compute recursively the factorization $M_{m} = QRP\trp$, where $Q$ is orthogonal, $R$ is a graded upper triangular, and $P\trp$ is a permutation. (Also cross-referenced as UMIACS-TR-94-53)en_US
dc.format.extent163547 bytes
dc.relation.ispartofseriesUM Computer Science Department; CS-TR-3263en_US
dc.relation.ispartofseriesUMIACS; UMIACS-TR-94-53en_US
dc.titleOn Graded QR Decompositions of Products of Matricesen_US
dc.typeTechnical Reporten_US
dc.relation.isAvailableAtDigital Repository at the University of Marylanden_US
dc.relation.isAvailableAtUniversity of Maryland (College Park, Md.)en_US
dc.relation.isAvailableAtTech Reports in Computer Science and Engineeringen_US
dc.relation.isAvailableAtUMIACS Technical Reportsen_US

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