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The Singular Value Analysis in Matrix Computation

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  • Richard A. Becker
  • Neil Kaden
  • Virginia Klema

Abstract

This paper discusses the robustness and the computational stability of the singular value decomposition algorithm used at the NBER Computer Research Center. The effect of perturbations on input data is explored. Suggestions are made for using the algorithm to get information about the rank of a real square or rectangular matrix. The algorithm can also be used to compute the best approximate solution of linear system of equations in the least squares sense, to solve linear systems of equations with equality constraints, and to determine dependencies or near dependencies among the rows or columns of a matrix. A copy of the subroutine that is used and some examples on which it has been tested are included in the appendixes.

Suggested Citation

  • Richard A. Becker & Neil Kaden & Virginia Klema, 1974. "The Singular Value Analysis in Matrix Computation," NBER Working Papers 0046, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberwo:0046
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    Cited by:

    1. David A. Belsley, 1974. "Estimation of Systems of Simultaneous Equations, and Computational Specifications of GREMLIN," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 551-614, National Bureau of Economic Research, Inc.
    2. Various, 1975. "Staff Reports on Research Under Way," NBER Chapters, in: Understanding Economic Change, pages 9-120, National Bureau of Economic Research, Inc.
    3. Roy E. Welsch, 1974. "Data Analysis, Communication, and Control," NBER Working Papers 0064, National Bureau of Economic Research, Inc.

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