SVD of 2x2 complex matrix based on two rotation matrices

バージョン 1.1.0.0 (30.5 KB) 作成者: Sung-Eun Jo
ROT_SVD2X2 computes the complex rotation matrices for the SVD of a 2-by-2 complex matrix.
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更新 2014/12/15

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ROT_SVD2X2 can be used when we are solving large matrix SVD problem,
which can be divided into many small matrices such as 2x2.
As a subroutine, it can be applied to solve the subproblems with speed.
It can compute SVD of 2x2 complex matrix at one step finding
two rotation matrices, while iteration-based approach may take several steps.
In real matrix, ROT_DSVD2X2 computes the real rotation matrices to obtain the singular value decomposition of a 2-by-2 real matrix.

引用

Sung-Eun Jo (2024). SVD of 2x2 complex matrix based on two rotation matrices (https://www.mathworks.com/matlabcentral/fileexchange/48608-svd-of-2x2-complex-matrix-based-on-two-rotation-matrices), MATLAB Central File Exchange. 取得済み .

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バージョン 公開済み リリース ノート
1.1.0.0

Algorithm is modified by using column-uncorrelated matrix decomposition, as in <http://scicomp.stackexchange.com/questions/8899/robust-algorithm-for-2x2-svd>,
which only handles real matrix whereas the updated algorithm can do it with complex cases.
1.0.0.0