RankRev: aMatlab package for computing the numerical rank and updating/downdating |
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Authors: | Tsung-Lin Lee Tien-Yien Li Zhonggang Zeng |
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Affiliation: | 1.Department of Applied Mathematics,National Sun Yat-sen University,Kaohsiung,Taiwan;2.Department of Mathematics,Michigan State University,East Lansing,USA;3.Department of Mathematics,Northeastern Illinois University,Chicago,USA |
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Abstract: | The numerical rank determination frequently occurs in matrix computation when the conventional exact rank of a hidden matrix is desired to be recovered. This paper presents a Matlab package RankRev that implements two efficient algorithms for computing the numerical rank and numerical subspaces of a matrix along with updating/downdating capabilities for making adjustment to the results when a row or column is inserted/deleted. The package and the underlying algorithms are accurate, reliable, and much more efficient than the singular value decomposition when the matrix is of low rank or low nullity. |
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