The singular value decomposition in the extended max algebra is an extended linear complementarity problem


Reference:

B. De Schutter and B. De Moor, "The singular value decomposition in the extended max algebra is an extended linear complementarity problem," Tech. report 95-07, ESAT-SISTA, K.U.Leuven, Leuven, Belgium, 27 pp., Mar. 1995.

Abstract:

We show that the problem of finding a singular value decomposition of a matrix in the extended max algebra can be reformulated as an Extended Linear Complementarity Problem. This allows us to compute all the max-algebraic singular value decompositions of a matrix. This technique can also be used to calculate many other max-algebraic matrix decompositions.

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Bibtex entry:

@techreport{DeSDeM:95-07,
author={B. {D}e Schutter and B. {D}e Moor},
title={{The} singular value decomposition in the extended max algebra is an extended linear complementarity problem},
number={95-07},
institution={ESAT-SISTA, K.U.Leuven},
address={Leuven, Belgium},
month=mar,
year={1995}
}



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