Low-rank revealing UTV decompositions

Per Christian Hansen; R.D Fierro

doi:10.1023/A:1019254318361

Low-rank revealing UTV decompositions

Per Christian Hansen
, R.D Fierro

Research output: Contribution to journal › Journal article › Research › peer-review

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 language	English
Journal	Numerical Algorithms
Volume	15
Issue number	1
Pages (from-to)	37-55
ISSN	1017-1398
DOIs	https://doi.org/10.1023/A:1019254318361
Publication status	Published - 1997

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title = "Low-rank revealing UTV decompositions",

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.",

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AU - Hansen, Per Christian

AU - Fierro, R.D

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AB - 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.

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DO - 10.1023/A:1019254318361

M3 - Journal article

SN - 1017-1398

VL - 15

SP - 37

EP - 55

JO - Numerical Algorithms

JF - Numerical Algorithms

IS - 1

ER -

Low-rank revealing UTV decompositions

Abstract

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