Low-rank revealing UTV decompositions

被引：31

作者：

Fierro, RD

Hansen, PC

机构：

[1] CALIF STATE UNIV, DEPT MATH, SAN MARCOS, CA 92096 USA

[2] TECH UNIV DENMARK, DEPT MATH MODELLING, DK-2800 LYNGBY, DENMARK

来源：

NUMERICAL ALGORITHMS | 1997年 / 15卷 / 01期

关键词：

D O I：

10.1023/A:1019254318361

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A UTV/decomposition of an m x n matrix is a product of an orthogonal matrix, a middle triangular matrix, and another orthogonal matrix. In this paper we present and analyze algorithms for computing updatable rank-revealing UTV decompositions that are efficient whenever the numerical rank of the matrix is much less than its dimensions.

引用

页码：37 / 55

页数：19

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