Is there a procedure to replace singular values of a real valued matrix according to:
s1 -> i*s1
s2 -> i*s2
...
without going through any singular value decomposition (change singular values and repack) or any similar costly procedure?
Thanks
Is there a procedure to replace singular values of a real valued matrix according to:
s1 -> i*s1
s2 -> i*s2
...
without going through any singular value decomposition (change singular values and repack) or any similar costly procedure?
Thanks
Copyright © 2021 JogjaFile Inc.
The SVD of $A=U\Sigma V^{\star}$. Your matrix is $\Sigma^{\prime}=i\Sigma$. Then you can just write $$ A=-iU\Sigma^{\prime}V^{\star}. $$