The Probability of Large Diagonal Elements in the $QR$ Factorization

DOI10.1137/0911030zbMath0701.65022OpenAlexW1995180166MaRDI QIDQ3479443

Leslie V. Foster

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/10.1137/0911030

zbMATH Keywords

random matricesQR factorizationsingular valuerank deficiency

Mathematics Subject Classification ID

Factorization of matrices (15A23) Numerical computation of matrix norms, conditioning, scaling (65F35) Direct numerical methods for linear systems and matrix inversion (65F05) Conditioning of matrices (15A12)

Related Items

Improved bound for rank revealing LU factorizations ⋮ Rank revealing \(LU\) factorizations ⋮ Probabilistic analysis of complex Gaussian elimination without pivoting

Uses Software

• SPARSPAK