SOME APPLICATIONS OF THE RANK REVEALING QR FACTORIZATION

被引：120

作者：

CHAN, TF ^{[1
]}

HANSEN, PC ^{[1
]}

机构：

[1] TECH UNIV DENMARK,UNIC,DANISH COMP CTR RES & EDUC,DK-2800 LYNGBY,DENMARK

来源：

SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING | 1992年 / 13卷 / 03期

关键词：

RANK REVEALING QR FACTORIZATION; NUMERICAL RANK; RANK DEFICIENT PROBLEMS; SUBSET SELECTION; MATRIX APPROXIMATION; TOTAL LEAST SQUARES;

D O I：

10.1137/0913043

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The rank revealing QR factorization of a rectangular matrix can sometimes be used as a reliable and efficient computational alternative to the singular value decomposition for problems that involve rank determination. This is illustrated by showing how the rank revealing QR factorization can be used to compute solutions to rank deficient least squares problems, to perform subset selection, to compute matrix approximations of given rank, and to solve total least squares problems.

引用

页码：727 / 741

页数：15

共 29 条

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