Continuation of Singular Value Decompositions
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In this work we consider computing a smooth path for a (block) singular value decomposition of a full rank matrix valued function. We give new theoretical results and then introduce and implement several algorithms to compute a smooth path. We illustrate performance of the algorithms with a few numerical examples.
Mathematics Subject Classification (2000).Primary 65F15 Secondary 65F99
Keywords.Continuation singular value decomposition symmetric function tridiagonal and bidiagonal forms Riccati equations
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