FoCM 2014 conference
Workshop C4 - Numerical Linear Algebra
December 18, 15:30 ~ 16:00 - Room B11
Applications of the GSVD
Yuyang Wang
Amazon, USA - wangyuyang1028@gmail.com
We describe the use of the generalized singular value decomposition in numerical linear algebra and random matrix theory. The gsvd is well known in numerical linear algebra but not as well known in other circles. We describe applications.
Joint work with Alan Edelman (MIT, USA).