Low-rank revealing UTV decompositions

被引:0
|
作者
Ricardo D. Fierro
Per Christian Hansen
机构
[1] California State University,Department of Mathematics
[2] Technical University of Denmark,Department for Mathematical Modelling
来源
Numerical Algorithms | 1997年 / 15卷
关键词
Singular Vector; Toeplitz Matrice; Signal Subspace; Lanczos Method; Alternative Less Square;
D O I
暂无
中图分类号
学科分类号
摘要
A UTV decomposition of an m × 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
收藏
页码:37 / 55
页数:18
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