QR factorization with complete pivoting and accurate computation of the SVD

DOI10.1016/S0024-3795(99)00230-XzbMath0953.65025WikidataQ56998876 ScholiaQ56998876MaRDI QIDQ1976914

Nicholas J. Higham

Publication date: 29 January 2001

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

singular value decompositionnumerical experimentserror analysisQR factorization

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Related Items

Vector Fitting for Matrix-valued Rational Approximation, Gram-Schmidt orthogonalization: 100 years and more, A Newton method for best uniform rational approximation, Exact QR factorizations of rectangular matrices, Numerical aspects of computing the Moore-Penrose inverse of full column rank matrices, Randomized Projection for Rank-Revealing Matrix Factorizations and Low-Rank Approximations, About noneigenvector source localization methods, An algorithm for best rational approximation based on barycentric rational interpolation

Uses Software

• LAPACK
• LINPACK
• mctoolbox
• testmatrix

Cites Work

• Computing the singular value decomposition with high relative accuracy
• A BLAS-3 Version of the QR Factorization with Column Pivoting
• Relative Perturbation Techniques for Singular Value Problems
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