Rank revealing \(LU\) factorizations
The paper deals with the \(LU\) factorization of square matrices. This problem is treated from the point of view of a generalization when permutations of the matrices are considered. The goal is to reveal the rank deficiency by the factorization. A two-pass rank revealing algorithm is developed. The approach is applied to a constraint optimization problem.
scientific article; zbMATH DE number 95479
scientific article