Re: complex svd

[Cleve Moler <moler@mathworks.com>]

On Tue, 2 Feb 1999, David Harris 510 423-0617 wrote:

> I have a need to calculate an svd of a complex matrix, but would like to use
> Jama, which, of course, has only a real svd.  Is there a way to consttruct
> the svd of a complex matrix from the svd's of it's real and imaginary 
> parts or from the svd of a real matrix constructed from the real and
> imaginary parts of the original matrix?

The singular values of the 2n-by-2n real matrix [A B; -B A] are the singular
values of the n-by-n complex matrix A+iB, each repeated twice.  But it
looks like the singular vectors are hard to unscramble, particularly when 
the complex matrix has multiple singular values.

   -- Cleve Moler
   moler@mathworks.com