UTV tools: Matlab templates for rank-revealing UTV decompositions

DOI10.1023/A:1019112103049MaRDI QIDQ1805940zbMATH OpenOpenAlexFDO

Authors Ricardo D. Fierro, Per Christian Hansen, Peter Søren Kirk Hansen

Publication date 3 May 2000

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1019112103049, https://orbit.dtu.dk/en/publications/89ade480-116c-4e10-b402-df8d102ab68c

zbMATH Keywords

algorithmsMatlab 5.2 packagerank deficiencyrank-revealing decompositionssignal processingUTV decompositions

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Orthogonalization in numerical linear algebra (65F25) Packaged methods for numerical algorithms (65Y15)

Review text

A Matlab 5.2 package is described for computing and modifying certain rank-revealing decompositions that have many applications in signal processing. The package includes algorithms for URV and ULV decompositions as well as for the ULLV decomposition. A few algorithms for computing the RRQR decompositions are also included. The usefulness of the package is also illustrated.

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Cited in

(15)

• Low-rank revealing \(UTV\) decompositions
• CGLS-GCV: A hybrid algorithm for low-rank-deficient problems.
• UTV
• An efficient algorithm for computing the approximate t-URV and its applications
• UTV Expansin pack: Special-purpose rank-revealing algorithms
• Gram-Schmidt orthogonalization: 100 years and more
• Modifiable low-rank approximation to a matrix
• scientific article; zbMATH DE number 554742 (Why is no real title available?)
• Subspaces analysis for random projection UTV framework
• On the Sensitivity of Singular and Ill-Conditioned Linear Systems
• Estimation of atmospheric PSF parameters for hyperspectral imaging.
• Randomized numerical linear algebra: Foundations and algorithms
• RankRev: a Matlab package for computing the numerical rank and updating/downdating
• On finite precision block Lanczos computations
• Generalized pseudospectral shattering and inverse-free matrix pencil diagonalization

Describes a project that uses

Uses Software

• Matlab

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