Truncated VSV solutions to symmetric rank-deficient problems

BIT Numerical Mathematics

Volumn 42, Issue 3, 2002, Pages 531-540

  Fierro, Ricardo D ^a   Hansen, Per Christian ^b  

^a CALIFORNIA STATE UNIVERSITY   (United States)

^b TECHNICAL UNIVERSITY OF DENMARK   (Denmark)

Author keywords

Accuracy; Perturbation bounds; Rank revealing decompositions

Indexed keywords

EID: 0041733954     PISSN: 00063835     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (7)

1. E. S. Baker and R. D. DeGroat, A correlation-based subspace tracking algorithm, IEEE Trans. Signal Proc., 46 (1998), pp. 3112-3116.
2. G. H. Golub and C. F. Van Loan, Matrix Computations, 3rd ed., Johns Hopkins University Press, Baltimore, MD, 1996.
3. P. C. Hansen, Rank-Deficient and Discrete Ill-Posed Problems, SIAM, Philadelphia, PA, 1998.
4. P. C. Hansen and P. Y. Yalamov, Computing symmetric rank-revealing VSV decompositions via triangular factorization, SIAM J. Matrix Anal. Appl., 23 (2001), pp. 443-458.
5. F. T. Luk and S. Qiao, A symmetric rank-revealing Toeplitz matrix decomposition, J. VLSI Signal Proc., 14 (1996), pp. 19-28.
6. G. W. Stewart, Rank degeneracy, SIAM J. Sci. Stat. Comput., 5 (1984), pp. 403-413.
7. G. W. Stewart and J.-G. Sun, Matrix Perturbation Theory, Academic Press, San Diego, CA, 1990.