Generalizing block LU factorization: a lower-upper-lower block triangular decomposition with minimal off-diagonal ranks

DOI10.1016/J.LAA.2016.07.020zbMATH Open1348.15009arXiv1408.0994OpenAlexW1655492871MaRDI QIDQ314752FDOQ314752

Markus Püschel, François Serre

Publication date: 16 September 2016

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

Abstract: We propose a novel factorization of a non-singular matrix $P$, viewed as a $2imes2$-blocked matrix. The factorization decomposes $P$ into a product of three matrices that are lower block-unitriangular, upper block-triangular, and lower block-unitriangular, respectively. Our goal is to make this factorization "as block-diagonal as possible" by minimizing the ranks of the off-diagonal blocks. We give lower bounds on these ranks and show that they are sharp by providing an algorithm that computes an optimal solution. The proposed decomposition can be viewed as a generalization of the well-known Block LU factorization using the Schur complement.

Full work available at URL: https://arxiv.org/abs/1408.0994

zbMATH Keywords

algorithmSchur complementcircuit complexityLU factorizationblock matricesblock triangular decompositionrank minimization

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Factorization of matrices (15A23) Vector spaces, linear dependence, rank, lineability (15A03)

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Cited In (1)

• Conjectured \textit{DXZ} decompositions of a unitary matrix

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