# The HK singular value decomposition of rank deficient matrix triplets

Track 8: Numerical Analysis

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## Abstract

In this paper we consider a simultaneous reduction of three matrices. The described method is extended from the work presented in [3] to include rank deficient data. It is shown how, via an initial reduction, the problem becomes one of diagonalizing a product of three matrices. We compare three different algorithms for its computation and show why one is preferred over the others.

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## 6 References

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© Springer-Verlag Berlin Heidelberg 1991