NANov 21, 2018
A Structure-Preserving One-Sided Jacobi Method for Computing the SVD of a Quaternion MatrixRu-Ru Ma, Zheng-Jian Bai
In this paper, we provide a structure-preserving one-sided cyclic Jacobi method for computing the singular value decomposition of a quaternion matrix. In this method, the columns of the quaternion matrix are orthogonalized in pairs by using a sequence of orthogonal JRS-symplectic Jacobi matrices to its real counterpart. The quadratic convergence is also established under some mild conditions. Numerical tests are reported to illustrate the efficiency of the proposed method.