UTV Expansion Pack: Special-Purpose Rank-Revealing Algorithms

Ricardo D. Fierro, Per Christian Hansen

    Research output: Contribution to journalJournal articleResearchpeer-review

    Abstract

    This collection of Matlab 7.0 software supplements and complements the package UTV Tools from 1999, and includes implementations of special-purpose rank-revealing algorithms developed since the publication of the original package. We provide algorithms for computing and modifying symmetric rank-revealing VSV decompositions, we expand the algorithms for the ULLV decomposition of a matrix pair to handle interference-type problems with a rank-deficient covariance matrix, and we provide a robust and reliable Lanczos algorithm which - despite its simplicity - is able to capture all the dominant singular values of a sparse or structured matrix. These new algorithms have applications in signal processing, optimization and LSI information retrieval.
    Original languageEnglish
    JournalNumerical Algorithms
    Volume40
    Issue number1
    Pages (from-to)47-66
    ISSN1017-1398
    DOIs
    Publication statusPublished - 2005

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