Algorithm for the singular value decomposition of a matrix product
Adam W. Bojańczyk, L. Magnus Ewerbring, Franklin T. Luk, Paul Van Dooren · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 1990
In this paper we propose a new algorithm for computing a singular value decomposition of a matrix product. We show that our algorithm is numerically desirable in that all relevant residual elements will be numerically small.