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AN APPARATUS FOR EIGENVALUE DECOMPOSITION AND SINGULAR VALUE DECOMPOSITION OF MATRICES
AN APPARATUS FOR EIGENVALUE DECOMPOSITION AND SINGULAR VALUE DECOMPOSITION OF MATRICES
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机译:矩阵的特征值分解和奇异值分解的装置
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摘要
Techniques for decomposing matrices using Jacobi rota-tion are described. Multiple iterations of Jacobi rotation are performed on a first matrix of complex values with multiple Jacobi rotation matrices of complex values to zero out the off-diagonal elements in the first matrix. For each iteration, a submatrix may be formed based on the first matrix and decomposed to obtain eigenvectors for the submatrix, and a Jacobi rotation matrix may be formed with the eigenvectors and used to update the first matrix. A second matrix of complex values, which contains or-thogonal vectors, is derived based on the Jacobi rotation matrices. For eigenvalue decomposition, a third matrix of eigenvalues may be derived based on the Jacobi rotation matrices. For singular value decomposition, a fourth matrix with left singular vectors and a matrix of singular values may be derived based on the Jacobi rotation matrices.
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