An efficient rank detection procedure for modifying the ULV decomposition
type: Item
instance of: scholarly article
title: An efficient rank detection procedure for modifying the ULV decomposition
zbMATH Open document ID: 0915.65031
DOI: 10.1007/BF02510414
author: Peter A. Yoon
author: Jesse L. Barlow
published in: BIT
publication date: 1999-06-16T00:00:00Z
review text: ULVD is a rank-revealing tow-sided orthogonal decomposition that is used to approximate the singular value decomposition (SVD) of a matrix. The authors propose an algorithm which, almost always, maintains rank-revealing structure of the decomposition, after an update or down-date without standard condition estimation. The algorithm makes it possible to monitor the accuracy of the information obtained by ULVD in comparison with the SVD by tracking the norms of two small blocks of lower triangular factors in the decomposition. Numerical examples are given illustrating the use of the proposed algorithm.
Mathematics Subject Classification ID: 65F20
Mathematics Subject Classification ID: 65F15
Mathematics Subject Classification ID: 65F25
zbMATH DE Number: 1251191
zbMATH Keywords: orthogonal decompositions
zbMATH Keywords: numerical rank
zbMATH Keywords: ULV decomposition
zbMATH Keywords: singular value decomposition
zbMATH Keywords: algorithm
zbMATH Keywords: numerical examples
reviewed by: R. P. Tewarson
describes a project that uses: VanHuffel
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1251191