An efficient rank detection procedure for modifying the ULV decomposition

DOI10.1007/BF02510414zbMath0915.65031MaRDI QIDQ1279702

Jesse L. Barlow, Peter A. Yoon

Publication date: 16 June 1999

Published in: BIT (Search for Journal in Brave)

zbMATH Keywords

algorithmnumerical examplessingular value decompositionorthogonal decompositionsnumerical rankULV decomposition

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Orthogonalization in numerical linear algebra (65F25)

Related Items (4)

A modified Gram--Schmidt-based downdating technique for ULV decompositions with applications to recursive TLS problems ⋮ An efficient algorithm for rank and subspace tracking ⋮ Subspace tracking in low-rank real-time systems ⋮ An alternative algorithm for a sliding window ULV decomposition

Uses Software

• VanHuffel

Cites Work

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• An algorithm and stability theory for downdating the ULV decomposition
• Solution of linear algebraic systems with rectangular matrices
• Error Analysis and Implementation Aspects of Deferred Correction for Equality Constrained Least Squares Problems
• Accurate Downdating of Least Squares Solutions
• Downdating the Rank-Revealing URV Decomposition
• Bounding the Subspaces from Rank Revealing Two-Sided Orthogonal Decompositions
• Downdating the Singular Value Decomposition
• Updating a Rank-Revealing ULV Decomposition
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• The Rotation of Eigenvectors by a Perturbation. III

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