The QRD and SVD of matrices over a real algebra

Abstract

Recent work in the field of signal processing has shown that the singular value decomposition of a matrix with entries in certain real algebras can be a powerful tool. In this article we show how to generalise the QR decomposition and SVD to a wide class of real algebras, including all finite-dimensional semi-simple algebras, (twisted) group algebras and Clifford algebras. Two approaches are described for computing the QRD/SVD: one Jacobi method with a generalised Givens rotation, and one based on the Artin–Wedderburn theorem.