Report
UTV Expansion Pack - Special-Purpose Rank Revealing Algorithms (version 1.0 for Matlab 6.5)
This collection of Matlab software supplements and complements the package UTV Tools from 1999, and includes implementations of special-purpose rank-revealing algorithms developed since the publication of the original package. We provide algorithms for computing and modifying symmetric rank-revealing VSV decompositions, we expand the algorithms for the ULLV decomposition of a matrix pair to handle interference-type problems with a rank deficient covariance matrix, and we provide a robust and reliable Lanczos algorithm which - despite its simplicity - is able to capture all the dominant singular values of a sparse or structured matrix.
These new algorithms have applications in signal processing, optimization and LSI information retrieval.
Language: | English |
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Publisher: | Informatics and Mathematical Modelling, Technical University of Denmark, DTU |
Year: | 2004 |
Types: | Report |
ORCIDs: | Hansen, Per Christian |