WSEAS Transactions on Mathematics
Print ISSN: 1109-2769, E-ISSN: 2224-2880
Volume 11, 2012
A Structured SVD-Like Decomposition
Authors: , ,
Abstract: We present in this paper a method that compute a symplectic SVD-like decomposition for a 2n-by-m rectangular real matrix. This decomposition focus mainly on numerical solution of some linear-quadratic optimal control theory and signal processing problems. In particular the resolution of gyroscopic and linear Hamiltonian systems. Our approach here is based on symplectic reflectors defined on R2n×2. We also give an ortho-symplectic SVD-like decomposition of a 2n-by-2n symplectic real matrix.