An efficient total least squares algorithm based on a rank-revealing two- sided orthogonal decomposition (Q1208058): Difference between revisions
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Revision as of 01:14, 28 February 2024
scientific article
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| English | An efficient total least squares algorithm based on a rank-revealing two- sided orthogonal decomposition |
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An efficient total least squares algorithm based on a rank-revealing two- sided orthogonal decomposition (English)
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16 May 1993
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A ``rank-revealing two-sided orthogonal decomposition'' decomposes a matrix into a product of a unitary matrix, a triangular matrix, and another unitary matrix in such a way that one can see the numerical rank of the matrix. The authors study such decompositions and base a new algorithm for total least-squares problems (also multidimensional and non-generic ones) on it. They carefully consider a parallel implementation of their method and compare its complexity to other total least squares algorithms.
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singular value decomposition
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rank-revealing two-sided orthogonal decomposition
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total least squares problems
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parallel implementation
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complexity
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