The Singular Value Analysis in Matrix Computation / Richard A. Becker, Neil Kaden, Virginia Klema.

By:

Becker, Richard A

Contributor(s):

Material type: Text

TextSeries: Working Paper Series (National Bureau of Economic Research) ; no. w0046.Publication details: Cambridge, Mass. National Bureau of Economic Research 1974.Description: 1 online resource: illustrations (black and white)Online resources:

Available additional physical forms:

Hardcopy version available to institutional subscribers

Abstract: This paper discusses the robustness and the computational stability of the singular value decomposition algorithm used at the NBER Computer Research Center. The effect of perturbations on input data is explored. Suggestions are made for using the algorithm to get information about the rank of a real square or rectangular matrix. The algorithm can also be used to compute the best approximate solution of linear system of equations in the least squares sense, to solve linear systems of equations with equality constraints, and to determine dependencies or near dependencies among the rows or columns of a matrix. A copy of the subroutine that is used and some examples on which it has been tested are included in the appendixes.

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Home library	Collection	Call number	Status	Date due	Barcode	Item holds
Working Paper	Biblioteca Digital	Colección NBER	nber w0046 (Browse shelf(Opens below))	Not For Loan

Total holds: 0

Collection: Colección NBER Close shelf browser (Hides shelf browser)

Previous	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	Next
Previous	nber w0043 Graphics for Data Analysis /	nber w0044 The Statistical Analysis of Local Structure in Social Networks /	nber w0045 The Incubator Hypothesis: Evidence from Five Cities /	nber w0046 The Singular Value Analysis in Matrix Computation /	nber w0047 The Distribution of Earnings and Human Wealth in Cycle Context /	nber w0048 Protection and Competitiveness in Egyptian Agriculture and Industry /	nber w0049 Years and Intensity of Schooling Investing /	Next

July 1974.

This paper discusses the robustness and the computational stability of the singular value decomposition algorithm used at the NBER Computer Research Center. The effect of perturbations on input data is explored. Suggestions are made for using the algorithm to get information about the rank of a real square or rectangular matrix. The algorithm can also be used to compute the best approximate solution of linear system of equations in the least squares sense, to solve linear systems of equations with equality constraints, and to determine dependencies or near dependencies among the rows or columns of a matrix. A copy of the subroutine that is used and some examples on which it has been tested are included in the appendixes.