ISSN:
1070-5325
Keywords:
Rank revealing QR factorization
;
Column pivoting
;
Numerical rank
;
Subset selection
;
Engineering
;
Engineering General
Source:
Wiley InterScience Backfile Collection 1832-2000
Topics:
Mathematics
Notes:
Rank revealing factorizations are used extensively in signal processing in connection with, for example, linear prediction and signal subspace algorithms. We present an algorithm for computing rank revealing QR factorizations of low-rank matrices. The algorithm produces tight upper and lower bounds for all the largest singular values, thus making it particularly useful for treating rank deficient problems by means of subset selection, truncated QR, etc. The algorithm is similar in spirit to an algorithm suggested earlier by Chan for matrices with a small nullity, and it can also be considered as an extension of ordinary column pivoting.
Additional Material:
1 Ill.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1002/nla.1680010105
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