The Joint Bidiagonalization of a Matrix Pair with Inaccurate Inner Iterations
The Joint Bidiagonalization of a Matrix Pair with Inaccurate Inner Iterations
.The joint bidiagonalization (JBD) process iteratively reduces a matrix pair \(\{A,L\}\) to two bidiagonal forms simultaneously, which can be used for computing a partial generalized singular value decomposition (GSVD) of \(\{A,L\}\). The process has a nested inner-outer iteration structure, where the inner iteration usually cannot be computed exactly. In this …