
SVD AND SIGNAL PROCESSING, III
Algorithms, Architectures and Applications
M. Moonen and B. De Moor (Editors)
9 1995 Elsevier Science B.V. All rights reserved.
61
THE RIEMANNIAN SINGULAR VALUE DECOMPOSITION
B.L.R. DE MOOR
ESAT-SISTA, Katholieke Universiteit Leuven
Kardinaal Mercierlaan 9~
3001 Leuven, Belgium
bart. demoor@esat, kuleu ven. ac. be
ABSTRACT. We define a nonlinear generalization of the SVD, which can be interpreted as
a restricted SVD with Riemannian metrics in the column and row space. This so-called Rie-
mannian SVD occurs in structured and weighted total least squares problems, for instance ...