UTV Tools: Matlab Templates for Rank-Revealing UTV Decompositions

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

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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 languageEnglish
    JournalNumerical Algorithms
    Volume20
    Issue number2-3
    Pages (from-to)165-194
    ISSN1017-1398
    DOIs
    Publication statusPublished - 1999

    Keywords

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

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