Low-rank revealing UTV decompositions

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    Abstract

    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.
    Original languageEnglish
    JournalNumerical Algorithms
    Volume15
    Issue number1
    Pages (from-to)37-55
    ISSN1017-1398
    DOIs
    Publication statusPublished - 1997

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