bidiagonalization

bidiagonalization
A particular form of matrix decomposition

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  • Bidiagonalization — is one of unitary (orthogonal) matrix decompositions such that U* A V = B, where U and V are unitary (orthogonal) matrices; * denotes Hermitian transpose; and B is upper bidiagonal. A is allowed to be rectangular.For dense matrix, the left and… …   Wikipedia

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  • Arnoldi iteration — In numerical linear algebra, the Arnoldi iteration is an eigenvalue algorithm and an important example of iterative methods. Arnoldi finds the eigenvalues of general (possibly non Hermitian) matrices; an analogous method for Hermitian matrices is …   Wikipedia

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