UTV Tools: Matlab Templates for Rank-Revealing UTV Decompositions

Ricardo D. Fierro; Per Christian Hansen; Peter Søren Kirk Hansen

doi:10.1023/A:1019112103049

UTV Tools: Matlab Templates for Rank-Revealing UTV Decompositions

Ricardo D. Fierro, Per Christian Hansen, Peter Søren Kirk Hansen

California State University

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Abstract

We describe a Matlab 5.2 package for computing and modifying certain rank-revealing decompositions that have found widespread use in signal processing and other applications. The package focuses on algorithms for URV and ULV decompositions, collectively known as UTV decompositions. We include algorithms for the ULLV decomposition, which generalizes the ULV decomposition to a pair of matrices. For completeness a few algorithms for computation of the RRQR decomposition are also included. The software in this package can be used as is, or can be considered as templates for specialized implementations on signal processors and similar dedicated hardware platforms.

Original language	English
Journal	Numerical Algorithms
Volume	20
Issue number	2-3
Pages (from-to)	165-194
ISSN	1017-1398
DOIs	https://doi.org/10.1023/A:1019112103049
Publication status	Published - 1999

Keywords

Rank-revealing decompositions
Rank deficiency
Numerical rank
Up- and downdating
Matlab
65F25
65F20

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abstract = "We describe a Matlab 5.2 package for computing and modifying certain rank-revealing decompositions that have found widespread use in signal processing and other applications. The package focuses on algorithms for URV and ULV decompositions, collectively known as UTV decompositions. We include algorithms for the ULLV decomposition, which generalizes the ULV decomposition to a pair of matrices. For completeness a few algorithms for computation of the RRQR decomposition are also included. The software in this package can be used as is, or can be considered as templates for specialized implementations on signal processors and similar dedicated hardware platforms.",

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KW - Rank deficiency

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UTV Tools: Matlab Templates for Rank-Revealing UTV Decompositions

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