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Low-rank revealing UTV decompositions

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Abstract

A UTV decomposition of an m × n matrix is a product of an orthogonal matrix, a middle triangular matrix, and another orthogonal matrix. In this paper we present and analyze algorithms for computing updatable rank-revealing UTV decompositions that are efficient whenever the numerical rank of the matrix is much less than its dimensions.

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Fierro, R.D., Hansen, P.C. Low-rank revealing UTV decompositions. Numerical Algorithms 15, 37–55 (1997). https://doi.org/10.1023/A:1019254318361

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