电子学报2001，Vol.29Issue(3)：289-292,4.
延拓矩阵的奇异值分解
Singular Value Decomposition for Extended Matrix
邹红星 1王殿军 2戴琼海 1李衍达1
作者信息
- 1. 清华大学自动化系
- 2. 清华大学数学科学系,
- 折叠
摘要
Abstract
In this paper,based on the ordinary singular value decomposition,a quantitative correspondence of the singular values and singular vectors between the row or column symmetric matrix (namely,the extended matrix) and its original (a.k.a mother matrix) is derived,and the perturbation analysis for the extended matrix is provided accordingly.Theoretical predictions and numerical evidences indicate that,for a class of extended matrices,the singular value decomposition using the mother matrix rather than the extended matrix per se can save dramatically the memory and alleviate considerably the computational burden without loss of any numerical precision.关键词
奇异值分解/母矩阵/延拓矩阵/扰动分析/时频分布/信号处理分类
信息技术与安全科学引用本文复制引用
邹红星,王殿军,戴琼海,李衍达..延拓矩阵的奇异值分解[J].电子学报,2001,29(3):289-292,4.
