The Probability of Large Diagonal Elements in the QR Factorization

DOI10.1137/0911030MaRDI QIDQ3479443zbMATH OpenOpenAlexFDO

Authors Leslie 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 matricessingular valueQR factorizationrank deficiency

Mathematics Subject Classification ID

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

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• Rang revealing QR factorizations
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• Perturbation Analyses for the QR Factorization
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• On estimating the least singular value of a matrix

Cited in

(3)

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

Describes a project that uses

Uses Software

• SPARSPAK

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