Accuracy of TSVD solutions computed from
rank-revealing decompositions |
| |
Authors: | Ricardo D Fierro Per Christian Hansen |
| |
Institution: | (1) Department of Mathematics, California State University, San Marcos, CA 92096 fierro@thunder.csusm.edu , US;(2) UNI•C (Danish Computing Center for Research and Education), Building 304, Technical University of Denmark, DK-2800 Lyngby, Denmark Per.Christian.Hansen@uni-c.dk , DK |
| |
Abstract: | Summary.
Rank-revealing decompositions are favorable alternatives to the
singular value decomposition (SVD) because they are faster to compute
and easier to update.
Although they do not yield all the information that the SVD does,
they yield enough information to solve various problems because they
provide accurate bases for the relevant subspaces.
In this paper we consider rank-revealing decompositions in
computing estimates of
the truncated SVD (TSVD) solution to an overdetermined system of
linear equations
, where
is numerically rank deficient.
We derive analytical bounds which show how the accuracy of the solution
is intimately connected to the quality of the subspaces.
Received
July 12, 1993 / Revised version received November 14,
1994 |
| |
Keywords: | Mathematics Subject Classification (1991):65F25 65F30 |
本文献已被 SpringerLink 等数据库收录! |
|