Becker, Richard A.
The Singular Value Analysis in Matrix Computation /
Richard A. Becker, Neil Kaden, Virginia Klema.
- Cambridge, Mass. National Bureau of Economic Research 1974.
- 1 online resource: illustrations (black and white);
- NBER working paper series no. w0046 .
- Working Paper Series (National Bureau of Economic Research) no. w0046. .
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.
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