WSEAS Transactions on Mathematics
Print ISSN: 1109-2769, E-ISSN: 2224-2880
Volume 17, 2018
A Note on Symplectic J-SVD Like Decomposition
Authors: ,
Abstract: This paper presents a symplectic J-SVD like decomposition of 2n-by-2m rectangular real matrix based on symplectic reflectors. The idea for this approach was to use symplectic reflectors to first reduce the matrix to J-bidiagonal form and then transform it to a diagonal form by using sequence of symplectic similarity transformations. This was done in parallel with the Golub-Kahan-Reinsch method. This method allowed us to compute eigenvalues for the skew-Hamiltonian matrix AJA.