Truncated VSV solutions to symmetric rank-deficient problems |
Richardo D. Fierro, Per Christian Hansen
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| Abstract | Symmetric VSV decompositions are new rank-revealing decompositions that exploit and preserve symmetry. Truncated VSV solutions are stabilized solutions computed by neglecting blocks in the VSV decomposition with small norm. We compare the truncated VSV solutions with truncated SVD solutions and give perturbation bounds for the VSV solutions. Numerical examples illustrate our results. |
| Type | Technical report |
| Year | 2001 |
| Publisher | Informatics and Mathematical Modelling, Technical University of Denmark, DTU |
| Address | Richard Petersens Plads, Building 321, DK-2800 Kgs. Lyngby |
| Series | IMM-TR-2001-11 |
| Electronic version(s) | [ps] |
| BibTeX data | [bibtex] |
| IMM Group(s) | Scientific Computing |