On Constructing Unit Triangular Matrices with Prescribed Singular Values |
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| Authors: | Przemys?aw Kosowski Alicja Smoktunowicz |
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| Affiliation: | (1) Institute of Mathematics Polish Academy of Sciences Sniadeckich 8, P.O. Box 137 00–950 Warsaw Poland e-mail: kswsk@impan.gov.pl, PL;(2) Institute of Mathematics Warsaw University of Technology Pl. Politechniki 1 00–661 Warsaw Poland e-mail: smok@im.pw.edu.pl, PL |
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| Abstract: | We propose an efficient algorithm for computing a unit lower triangular n×n matrix with prescribed singular values of O(n
2) cost. This is a solution of the question raised by N. J. Higham in 4, Problem 26.3, p. 528].
Received July 21, 1999; revised November 4, 1999 |
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| Keywords: | AMS Subject Classifications: 15A18 65F30 |
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