An efficient total least squares algorithm based on a rank-revealing two- sided orthogonal decomposition (Q1208058)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An efficient total least squares algorithm based on a rank-revealing two- sided orthogonal decomposition |
scientific article |
Statements
An efficient total least squares algorithm based on a rank-revealing two- sided orthogonal decomposition (English)
0 references
16 May 1993
0 references
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.
0 references
singular value decomposition
0 references
rank-revealing two-sided orthogonal decomposition
0 references
total least squares problems
0 references
parallel implementation
0 references
complexity
0 references
0 references
0 references