Determining Rank in the Presence of Error

Abstract

The problem of determining rank in the presence of error occurs in a number of applications. The usual approach is to compute a rank-revealing decomposition and make a decision about the rank by examining the small elements of the decomposition. In this paper we look at three commonly use decompositions: the singular value decomposition, the pivoted QR decomposition, and the URV decomposition. (Also cross-referenced as UMIACS-TR-92-108)