Determining Rank in the Presence of Error
Determining Rank in the Presence of Error
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Date
1998-10-15
Authors
Stewart, G. W.
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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)