Rank revealing \(LU\) factorizations (Q1200555)

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Rank revealing \(LU\) factorizations
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    Rank revealing \(LU\) factorizations (English)
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    16 January 1993
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    The paper deals with the \(LU\) factorization of square matrices. This problem is treated from the point of view of a generalization when permutations of the matrices are considered. The goal is to reveal the rank deficiency by the factorization. A two-pass rank revealing algorithm is developed. The approach is applied to a constraint optimization problem.
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    matrix permutation
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    \(LU\) factorization
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    rank deficiency
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    rank revealing algorithm
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    constraint optimization
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