A Convergence Analysis on URV Refinement

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Abstract: Recently, Stewart gave an algorithm for computing a rank revealing URV decomposition of a rectangular matrix. His method makes use of a refinement iteration to achieve an improved estimate of the smallest singular value and its corresponding singular vectors of the matrix. Here, a new proof is given for the convergence of the refinement iteration. This analysis is carried out under slightly weaker assumptions than those of Mathias and Stewart.














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