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

DOI10.1137/0911029MaRDI QIDQ3477883zbMATH OpenOpenAlexWikidataFDO

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

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)

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(21)

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• Maximizing bilinear forms subject to linear constraints
• A trust-region method for solving truncated complex singular value decomposition
• Iterative algorithms for computing the singular subspace of a matrix associated with its smallest singular values
• An efficient total least squares algorithm based on a rank-revealing two- sided orthogonal decomposition
• Adaptively compressed polarizability operator for accelerating large scale ab initio phonon calculations
• Using qr-decompositions in the numerical solution of linear recurrence relations
• A block algorithm for computing rank-revealing QR factorizations
• New regularization techniques for ill-conditioning problems and their applications: choices of regularization parameters
• Rank-deficient prewhitening with quotient SVD and ULV decompositions
• Solving Rank-Deficient and Ill-posed Problems Using UTV and QR Factorizations
• scientific article; zbMATH DE number 3932297 (Why is no real title available?)
• A reduced-space line-search method for unconstrained optimization via random descent directions
• Accuracy of TSVD solutions computed from rank-revealing decompositions
• Ill-conditioning of the truncated singular value decomposition, Tikhonov regularization and their applications to numerical partial differential equations.

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