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Determining Rank in the Presence of Error

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Linear Algebra for Large Scale and Real-Time Applications

Part of the book series: NATO ASI Series ((NSSE,volume 232))

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.

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Authors and Affiliations

  1. Department of Computer Science, University of Maryland, College Park, MD, 20752, USA

    G. W. Stewart

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  1. G. W. Stewart
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Editors and Affiliations

  1. ESAT Laboratory, Katholieke Universiteit Leuven, Leuven, Belgium

    Marc S. Moonen  & Bart L. R. De Moor  & 

  2. Computer Science Department, Stanford University, Stanford, California, USA

    Gene H. Golub

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Stewart, G.W. (1993). Determining Rank in the Presence of Error. In: Moonen, M.S., Golub, G.H., De Moor, B.L.R. (eds) Linear Algebra for Large Scale and Real-Time Applications. NATO ASI Series, vol 232. Springer, Dordrecht. https://doi.org/10.1007/978-94-015-8196-7_16

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  • DOI: https://doi.org/10.1007/978-94-015-8196-7_16

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-90-481-4246-0

  • Online ISBN: 978-94-015-8196-7

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