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The analytic SVD: On the non-generic points on the path

Publication at Faculty of Mathematics and Physics |
2010

Abstract

A new technique for computing Analytic SVD is proposed. The idea is to follow a branch of just one simple singular value and the corresponding left/right singular vector.

Numerical computation may collaps at non-generic points: The particular case when the continuation get stuck due to a nonzero multiple singular value is considered. Such a point is interpreted as a singularity of the branch.

The Singularity Theory is employed in order to describe and classify this point.