Rank revealing Gaussian elimination by the maximum volume concept (Q1987003)
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English | Rank revealing Gaussian elimination by the maximum volume concept |
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Rank revealing Gaussian elimination by the maximum volume concept (English)
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9 April 2020
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The authors present an algorithm for revealing the numerical rank of matrices by using the Gaussian elimination method. The bounds on the singular values is consistent with previous results available in the literature, but the algorithm presented here does not make use of the normal matrix. It can be implemented with blocked memory access to achieve high floating point performance on dense matrices.
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rank revealing factorization
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maximum volume submatrix
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