Truncated VSV solutions to symmetric rank-deficient problems

MaRDI QIDQ1864776zbMATH OpenFDO

Authors Ricardo D. Fierro, Per Christian Hansen

Publication date 19 March 2003

Published in BIT (Search for Journal in Brave)

zbMATH Keywords

accuracyperturbation boundsrank-revealing decompositionssingular value decompositionsymmetric VSV decompositions

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Orthogonalization in numerical linear algebra (65F25)

Review text

Symmetric VSV decompositions are examined, truncated VSV solutions are compared to solutions based on the singular value decomposition. Perturbation bounds are also presented.

Cited in

(2)

• UTV Expansin pack: Special-purpose rank-revealing algorithms
• Rank-revealing decomposition of symmetric indefinite matrices via block anti-triangular factorization

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