Analysis of Some Matrix Problems Using the CS Decomposition
Charles F. Van Loan · eCommons (Cornell University) · 1984
The gist of the CS decomposition is that the blocks of a partitioned orthogonal matrix have related singular value decompositions. In this paper we develop a perturbation theory for the CS decomposition and use it to analyze (a) the total least squares problem, (b) the Golub-Klema-Stewart subset selection algorithm, (c) the algebraic Riccati equation, and (d) the generalized singular value decomposition.