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SVD and Signal Processing, III
book

SVD and Signal Processing, III

by M. Moonen, B. De Moor
March 1995
Intermediate to advanced content levelIntermediate to advanced
498 pages
23h 58m
English
Elsevier Science
Content preview from SVD and Signal Processing, III
144
G.H. Golub et al.
we thus need
2Kn 3
flops for the construction of the triangular Ti and 2n 3 for the outer
transformations
Q K and Qo.
Essentially this is 2n 3 flops per updated matrix.
If we now have some of the si = -1 we can not use Householder transformations anymore.
Indeed in order to construct the rows of A when needed, the matrices A~ "1 have to be
trangularized first, say with a QR factorization. The
Q R
factorization is performed in
an initial step. From there on the same procedure is followed, but using Givens rotations
instead of Householder transformations9 The
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Publisher Resources

ISBN: 9780444821072