Document Type

Article

Publication Date

8-18-2016

Abstract

The generalized singular value decomposition (GSVD) of a pair of matrices is the natural tool for certain problems defined on Euclidean space, such as certain weighted least-squares problems, the result of applying Tikhonov regularization to such problems (sometimes called regularization with seminorms), and equality-constrained least-squares problems. There is an extension of the GSVD to pairs of bounded linear operators defined on Hilbert space that turns out to be a natural representation for analyzing the same problems in the infinite-dimensional setting.

Publisher's Statement

© 2016, Society for Industrial and Applied Mathematics. Article deposited here in compliance with publisher policy. Publisher's version of record: https://epubs.siam.org/doi/10.1137/15M1019453

Publication Title

SIAM Journal on Numerical Analysis

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