Generalizing block LU factorization: a lower-upper-lower block triangular decomposition with minimal off-diagonal ranks
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Abstract: We propose a novel factorization of a non-singular matrix , viewed as a -blocked matrix. The factorization decomposes 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.
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Cites work
- scientific article; zbMATH DE number 1682655 (Why is no real title available?)
- scientific article; zbMATH DE number 1111784 (Why is no real title available?)
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