Reference:
B. De Schutter and
B. De Moor,
"The singular value decomposition in the extended max algebra is an
extended linear complementarity problem," Tech. rep. 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.
Technical report:
pdf file
(266 KB)