Downdating the Rank-Revealing URV Decomposition

DOI10.1137/S0895479892241913zbMath0821.65025OpenAlexW2067048653MaRDI QIDQ4325683

Lars Eldén, Haesun Park

Publication date: 27 September 1995

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895479892241913

zbMATH Keywords

performancealgorithmnumerical testssliding window methoddowndatingtwo-sided orthogonal decompositionsrank-revealing URV decomposition

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Orthogonalization in numerical linear algebra (65F25)

Related Items (5)

Algorithm 1022: Efficient Algorithms for Computing a Rank-Revealing UTV Factorization on Parallel Computing Architectures ⋮ Randomized numerical linear algebra: Foundations and algorithms ⋮ An algorithm and stability theory for downdating the ULV decomposition ⋮ Perturbation and error analyses for block downdating of a Cholesky decomposition ⋮ An efficient rank detection procedure for modifying the ULV decomposition

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