Report Number: CS-TR-79-767
Institution: Stanford University, Department of Computer Science
Title: On Stewart's singular value decomposition for partitioned orthogonal matrices
Author: Van Loan, Charles
Date: September 1979
Abstract: A variant of the singular value decomposition for orthogonal matrices due to G. W. Stewart is discussed. It is shown to be useful in the analysis of (a) the total least squares problem, (b) the Golub-Klema-Stewart subset selection algorithm, and (c) the algebraic Riccati equation.