A singular value decomposition algorithm based on solving hyperplane constrained nonlinear systems

作者：Yadani Kenichi^*; Kondo Koichi; Iwasaki Masashi

来源：Applied Mathematics and Computation, 2010, 216(3): 779-790.

DOI：10.1016/j.amc.2010.01.076

• Singular value decomposition
• Newton's iterative method
• Nonlinear system
• Hyperplane
• Quadratic convergence

A new algorithm for singular value decomposition (SVD) is presented through relating SVD problem to nonlinear systems whose solutions are constrained on hyperplanes. The hyperplane constrained nonlinear systems are solved with the help of Newton's iterative method. It is proved that our SVD algorithm has the quadratic convergence substantially and all singular pairs are computable. These facts are also confirmed by some numerical examples.

• 出版日期2010-4-1