Computing Truncated Singular Value Decomposition Least Squares Solutions by Rank Revealing QR-Factorizations

DOI10.1137/0911029zbMATH Open0699.65030OpenAlexW2035885121WikidataQ57397439 ScholiaQ57397439MaRDI QIDQ3477883FDOQ3477883

Authors: Tony F. Chan, Per Christian Hansen 

Publication date: 1990

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0911029

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zbMATH Keywords

QR factorizationill-conditionedNumerical examplesrank deficient linear least squares problemssingular value solution

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Cited In (21)

• Ill-conditioning of the truncated singular value decomposition, Tikhonov regularization and their applications to numerical partial differential equations.
• Column subset selection problem is UG-hard
• A Krylov-Schur approach to the truncated SVD
• Using qr-decompositions in the numerical solution of linear recurrence relations
• A reduced-space line-search method for unconstrained optimization via random descent directions
• A hybrid Clough-Tocher method for surface fitting with application to leaf data
• Rank-deficient prewhitening with quotient SVD and ULV decompositions
• An efficient total least squares algorithm based on a rank-revealing two- sided orthogonal decomposition
• A block algorithm for computing rank-revealing QR factorizations
• A trust-region method for solving truncated complex singular value decomposition
• Accuracy of TSVD solutions computed from rank-revealing decompositions
• Tikhonov regularization and randomized GSVD
• Maximizing bilinear forms subject to linear constraints
• Solving Rank-Deficient and Ill-posed Problems Using UTV and QR Factorizations
• Split representation of adaptively compressed polarizability operator
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• The calculation of linear least squares problems
• Relations between SVD and GSVD of discrete regularization problems in standard and general form
• New regularization techniques for ill-conditioning problems and their applications: choices of regularization parameters
• Iterative algorithms for computing the singular subspace of a matrix associated with its smallest singular values
• Adaptively compressed polarizability operator for accelerating large scale ab initio phonon calculations

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