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Strong rank revealing LU factorizations
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    Strong rank revealing LU factorizations (English)
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    27 May 2003
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    The authors introduce a strong rank revealing LU (RRLU) factorization for any \(m\times n\) matrices \(A\) by using a pivoting stategy based on the idea of local maximum volumes. They prove the existence of such a pivoting strategy that efficiently extracts full rank and rank deficient portions of \(A\). They also perform backward stability analysis for partial LU decomposition. RRLU decomposition attempts to imitate rank revealing QR and singular value decompositions.
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    rank revealing
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    LU decomposition
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    QR decomposition
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    numerical rank
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    singular values
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    backward stability
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    pivoting strategy
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    singular value decompositions
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