Alternative To The SVD: Rank Revealing QR-Factorizations

Tony F. Chan

doi:10.1117/12.936872

4 April 1986 Alternative To The SVD: Rank Revealing QR-Factorizations

Tony F. Chan

Proceedings Volume 0696, Advanced Algorithms and Architectures for Signal Processing I; (1986) https://doi.org/10.1117/12.936872
Event: 30th Annual Technical Symposium, 1986, San Diego, United States

Abstract

Both the singular value decomposition (SVD) and the QR factorization play central roles in signal processing algorithms. The usual tradeoff is that the SVD is more expensive but can reveal rank more reliably. In this paper, we show how to construct a QR factorization which can also reveal the rank reliably. For matrices with low rank deficiency, the overhead over the usual QR procedures is negligible. It also appears possible to implement the new procedure in systolic arrays.

Citation Download Citation

Tony F. Chan "Alternative To The SVD: Rank Revealing QR-Factorizations", Proc. SPIE 0696, Advanced Algorithms and Architectures for Signal Processing I, (4 April 1986); https://doi.org/10.1117/12.936872

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