Lookup NU author(s): Dr Kenneth Wright
Full text for this publication is not currently held within this repository. Alternative links are provided below where available.
This paper is concerned with finding a smooth singular value decomposition for a matrix which is smoothly dependent on a parameter. Previous approaches to this problem have used algebraic minimization techniques, and explicit Runge-Kutta solution of differential equations satisfied by the ASVD. Here the explicit method is reviewed and alternative methods based on implicit Gauss Point collocation are considered. Special properties of this approach which make it particularly attractive are described, and the idea of stabilization of the equations is introduced. Examples are given which illustrate some of the alternatives implemented in fixed step mode.
Author(s): Wright K
Editor(s): Bainov, D., Covachev, V.
Publication type: Conference Proceedings (inc. Abstract)
Conference Name: 1st International Colloquium on Numerical Analysis
Year of Conference: 1993
Publisher: VSP, Utrecht