UTV Expansion Pack - Special-Purpose Rank Revealing Algorithms (version 1.0 for Matlab 6.5) | Ricardo D. Fierro, Per Christian Hansen
| | Abstract | 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. | | Type | Technical report | | Year | 2004 | | Publisher | Informatics and Mathematical Modelling, Technical University of Denmark, DTU | | Address | Richard Petersens Plads, Building 321, DK-2800 Kgs. Lyngby | | Series | IMM-Technical report-2004-06 | | Electronic version(s) | [pdf] | | BibTeX data | [bibtex] | | IMM Group(s) | Scientific Computing |
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