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On Constructing Unit Triangular Matrices with Prescribed Singular Values

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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].

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Authors and Affiliations

  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

    Przemysław Kosowski

  2. Institute of Mathematics Warsaw University of Technology Pl. Politechniki 1 00–661 Warsaw Poland e-mail: smok@im.pw.edu.pl, , , , , , PL

    Alicja Smoktunowicz

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  1. Przemysław Kosowski
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  2. Alicja Smoktunowicz
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Received July 21, 1999; revised November 4, 1999

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Kosowski, P., Smoktunowicz, A. On Constructing Unit Triangular Matrices with Prescribed Singular Values. Computing 64, 279–285 (2000). https://doi.org/10.1007/s006070050047

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  • DOI: https://doi.org/10.1007/s006070050047

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