On the asymptotic behavior of scaled singular value and 𝑄𝑅 decompositions

  • Stewart G
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Abstract

Asymptotic expressions are derived for the singular value decompositon of a matrix some of whose columns approach zero. Expressions are also derived for the QR factorization of a matrix some of whose rows approach zero. The expressions give insight into the method of weights for approximating the solutions of constrained least squares problems.

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Stewart, G. W. (1984). On the asymptotic behavior of scaled singular value and 𝑄𝑅 decompositions. Mathematics of Computation, 43(168), 483–489. https://doi.org/10.1090/s0025-5718-1984-0758196-7

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