Accuracy of TSVD solutions computed from rank-revealing decompositions

DOI10.1007/s002110050128zbMath0834.65026OpenAlexW2028510080MaRDI QIDQ1893500

Per Christian Hansen, Ricardo D. Fierro

Publication date: 31 March 1996

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002110050128

zbMATH Keywords

numerical examplessingular value decompositionleast squares problemsignal processingminimum norm solutionrank-revealingill- conditioned matrix

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Related Items (5)

Rank-revealing decomposition of symmetric indefinite matrices via block anti-triangular factorization ⋮ Lanczos, Householder transformations, and implicit deflation for fast and reliable dominant singular subspace computation ⋮ Singular Value Decomposition Approximation via Kronecker Summations for Imaging Applications ⋮ A generalization of the Bott-Duffin inverse and its applications ⋮ An algorithm for rank estimation and subspace tracking

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