Computationally Efficient Decompositions of Oblique Projection Matrices

DOI10.1137/19M1288115zbMath1461.65044OpenAlexW3032962337MaRDI QIDQ5853710

Cosmin G. Petra, Roummel F. Marcia, Johannes J. Brust

Publication date: 11 March 2021

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/19m1288115

zbMATH Keywords

projectionssingular value decompositionSVDrandomized singular value decompositioneigendecompositionoblique projection matrices

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Special matrices (15B99)

Related Items

Multiplicative perturbation bounds for multivariate multiple linear regression in Schatten \(p\)-norms

Uses Software

• CUTEr
• SifDec
• Algorithm 694

Cites Work

• Unnamed Item
• Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
• An Analysis of the Total Least Squares Problem
• On bounds for scaled projections and pseudoinverses
• On scaled projections and pseudoinverses
• Representations of quasi-Newton matrices and their use in limited memory methods
• Large-scale quasi-Newton trust-region methods with low-dimensional linear equality constraints
• Quasi-Newton Methods, Motivation and Theory
• Algorithm 694
• Block-Iterative Algorithms with Diagonally Scaled Oblique Projections for the Linear Feasibility Problem
• CUTEr and SifDec