The QLP Approximation to the Singular Value Decomposition (Q4253065)
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scientific article; zbMATH DE number 1307748
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| English | The QLP Approximation to the Singular Value Decomposition |
scientific article; zbMATH DE number 1307748 |
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The QLP Approximation to the Singular Value Decomposition (English)
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24 June 1999
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singular value decomposition
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QLP-decomposition
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pivoted QR-decomposition
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rank determination
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2-norm estimation
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numerical examples
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0.8796588778495789
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0.7785215377807617
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0.7680286765098572
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0.7607403993606567
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A new decomposition, termed the pivoted QLP-decomposition, of a matrix is introduced. It is a postprocessing step to the pivoted QR-decomposition, used to determine the rank of a matrix. It is simply a further pivoted QR-decomposition of \(R^T\) of the first decomposition. The diagonals of the new R-factor (called L) are claimed to be a much better indicator to find gaps in the distribution of singular values than those of first R-factor. On the side, this leads to a new 2-norm estimator. The properties are demonstrated with some numerical examples. An explanation or even analysis of this new decomposition is still an open problem.
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