Smooth singular value decomp. of a real matrix function

Numerical computation of a smooth signed singular value decomposition of an n-by-n real matrix valued function of one real parameter

This function numerically computes the continuous (signed) SVD of an n-by-n real matrix-valued function FUN of one real parameter. The singular vector matrices are orthogonal; the singular values are arranged in decreasing order and are assumed to be distinct for all values of the parameter. Singular values are allowed to become negative. It is possible to continue a subset of the singular values and singular vectors.

A typical call to realSvdCont is:

[Tout,Uout,Sout,Vout,flag]=realSvdCont(FUN,tspan,params)

See the script example_realSvdCont.m for an example of how to use the function.

The command "help realSvdCont" displays information and functionality of the software.

Please cite the references below if you use this software.

Authors: Alessandra Papini and Alessandro Pugliese