This collection of Matlab 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.
|Place of Publication||Lyngby|
|Publisher||Informatics and Mathematical Modelling, Technical University of Denmark, DTU|
|Publication status||Published - 2004|
Fierro, R. D., & Hansen, P. C. (2004). UTV Expansion Pack - Special-Purpose Rank Revealing Algorithms (version 1.0 for Matlab 6.5). Informatics and Mathematical Modelling, Technical University of Denmark, DTU. http://www.imm.dtu.dk/pubdb/p.php?3140