Rank revealing LU factorizations

Tsung Min Hwang, Wen Wei Lin, Eugene K. Yang

研究成果: 雜誌貢獻期刊論文同行評審

17 引文 斯高帕斯(Scopus)


We consider permutations of any given squared matrix and the generalized LU(r) factorization of the permuted matrix that reveals the rank deficiency of the matrix. Chan has considered the case with nearly rank deficiency equal to one. This paper extends his results to the case with nearly rank deficiency greater than one. Two applications in constrained optimization are given. We are primarily interested in the existence of such factorizations. In addition to the theories, we also present an efficient two-pass rank revealing LU(r) algorithm.

頁(從 - 到)115-141
期刊Linear Algebra and Its Applications
出版狀態已發佈 - 1992 十月

ASJC Scopus subject areas

  • Algebra and Number Theory
  • Numerical Analysis
  • Geometry and Topology
  • Discrete Mathematics and Combinatorics

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