A Jacobi Method for Computing Generalized Hyperbolic SVD

Abstract

In this paper, we introduce a joint hyperbolic-orthogonal decomposition of two matrices which we call a Generalized Hyperbolic SVD, or GHSVD. This decomposition can be used for nding the eigenvalues and eigenvectors of a symmetric indeenite pencil X T X ? Y T Y where = diag(1). We also present an implicit Jacobi-like method for computing this GHSVD.

Cite this paper

@inproceedings{Bojanczyk2007AJM, title={A Jacobi Method for Computing Generalized Hyperbolic SVD}, author={Adam W. Bojanczyk}, year={2007} }