A Rank–One Reduction Formula and Its Applications to Matrix Factorizations

DOI10.1137/1037124zbMath0844.65033OpenAlexW2020953164WikidataQ114074353 ScholiaQ114074353MaRDI QIDQ4870595

Moody T. Chu, Gene H. Golub, Robert E. Funderlic

Publication date: 26 March 1996

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1037124

zbMATH Keywords

QRsingular value decompositionLanczos methodSVDconjugate gradientsfactorizationsmatrix decompositionsGram-Schmidt processrank-reductionABS methodbiconjugate decompositionLDU\(^ T\)Wedderburn process

Mathematics Subject Classification ID

Factorization of matrices (15A23) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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