UTV Expansion Pack - Special-Purpose Rank Revealing Algorithms (version 1.0 for Matlab 6.5)

Ricardo D. Fierro, Per Christian Hansen

    Research output: Book/ReportReport

    41 Downloads (Pure)

    Abstract

    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.
    Original languageEnglish
    Place of PublicationLyngby
    PublisherInformatics and Mathematical Modelling, Technical University of Denmark, DTU
    Publication statusPublished - 2004

    Cite this

    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