Incremental Condition Calculation and Column Selection
Incremental Condition Calculation and Column Selection
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Date
1998-10-15
Authors
Stewart, G. W.
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Abstract
This paper describes a method for calculating the condition number of
a matrix in the Frobenius norm that can be used to select columns in
the course of computing a QR decomposition. When the number of rows
of the matrix is much greater than the number of columns, the
additional overhead is negligible. Limited numerical experiments
suggest that the method is quite good at finding gaps in the singular
values of the matrix.
Additional files are available via anonymous ftp at:
thales.cs.umd.edu in the directory pub/reports
(Also cross-referenced as UMIACS-TR-90-87)