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Dynamical Aspects of the Bidiagonal Singular Value Decomposition

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The Geometry of Hamiltonian Systems

Part of the book series: Mathematical Sciences Research Institute Publications ((MSRI,volume 22))

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Abstract

In this paper we describe some striking stability properties of the singular value decomposition (SVD) of a bidiagonal matrix and of the Hamiltonian flow which interpolates the standard SVD algorithm at integer times.

Percy Deift and Luen-Chau Li acknowledge the support of NSF grants DMS-8802305 and DMS-8704097. James Demmel acknowledges the support of NSF grants DCR-8552474 and ASC-8715728. Carlos Tomei thanks CNPq, Brazil and the Department of Mathematics of Yale University for their hospitality during Spring 1989, when this research was completed.

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Deift, P., Demmel, J., Li, LC., Tomei, C. (1991). Dynamical Aspects of the Bidiagonal Singular Value Decomposition. In: Ratiu, T. (eds) The Geometry of Hamiltonian Systems. Mathematical Sciences Research Institute Publications, vol 22. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-9725-0_7

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  • DOI: https://doi.org/10.1007/978-1-4613-9725-0_7

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4613-9727-4

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