Four algorithms for the the efficient computation of truncated pivoted QR approximations to a sparse matrix

Authors
Citation
Gw. Stewart, Four algorithms for the the efficient computation of truncated pivoted QR approximations to a sparse matrix, NUMER MATH, 83(2), 1999, pp. 313-323
Citations number
3
Categorie Soggetti
Mathematics
Journal title
NUMERISCHE MATHEMATIK
ISSN journal
0029599X → ACNP
Volume
83
Issue
2
Year of publication
1999
Pages
313 - 323
Database
ISI
SICI code
0029-599X(199908)83:2<313:FAFTTE>2.0.ZU;2-F
Abstract
In this paper we propose four algorithms to compute truncated pivoted QR ap proximations to a sparse matrix. Three are based on the Gram-Schmidt algori thm and the other on Householder triangularization. All four algorithms lea ve the original matrix unchanged, and the only additional storage requireme nts are arrays to contain the factorization itself, Thus, the: algorithms a re particularly suited to determining tow-rank approximations to a sparse m atrix.