The QLP Approximation to the Singular Value Decomposition

From MaRDI portal





A new decomposition, termed the pivoted QLP-decomposition, of a matrix is introduced. It is a postprocessing step to the pivoted QR-decomposition, used to determine the rank of a matrix. It is simply a further pivoted QR-decomposition of \(R^T\) of the first decomposition. The diagonals of the new R-factor (called L) are claimed to be a much better indicator to find gaps in the distribution of singular values than those of first R-factor. On the side, this leads to a new 2-norm estimator. The properties are demonstrated with some numerical examples. An explanation or even analysis of this new decomposition is still an open problem.




Cited in
(33)








This page was built for publication: The QLP Approximation to the Singular Value Decomposition

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4253065)