Comparison of Rank Revealing Algorithms Applied to Matrices with Well Defined Numerical Ranks
نویسنده
چکیده
For matrices with a well defined numerical rank in the sense that there is a large gap in the singular value spectrum we compare three rank revealing QR algorithms and four rank revealing LU algorithms with the singular value decomposition. The fastest algorithms are those that construct LU factorizations using rook pivoting. For matrices with a sufficiently large gap in the singular values all eight algorithms usually produce good lower rank approximations.
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