TY - RPRT
T1 - UTV Expansion Pack - Special-Purpose Rank Revealing Algorithms (version 1.0 for Matlab 6.5)
AU - Fierro, Ricardo D.
AU - Hansen, Per Christian
PY - 2004
Y1 - 2004
N2 - 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.
AB - 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.
M3 - Report
BT - UTV Expansion Pack - Special-Purpose Rank Revealing Algorithms (version 1.0 for Matlab 6.5)
PB - Informatics and Mathematical Modelling, Technical University of Denmark, DTU
CY - Lyngby
ER -