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.
Continuation of singular value decompositions / L. DIECI L; M.G. GASPARO; A. PAPINI. - In: MEDITERRANEAN JOURNAL OF MATHEMATICS. - ISSN 1660-5446. - STAMPA. - 2:(2005), pp. 179-203. [10.1007/s00009-005-0038-6]
Continuation of singular value decompositions
GASPARO, MARIA GRAZIA;PAPINI, ALESSANDRA
2005
Abstract
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.
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