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arXiv 1803.09352math.NAcs.NA
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关于URV细化的收敛性分析

A Convergence Analysis on URV Refinement

Florida Institute of Technology(佛罗里达理工学院)

Limin Wu

AI总结:

本文在较弱假设下证明了URV细化迭代的收敛性,改进了矩阵最小奇异值及其奇异向量的估计方法。

摘要:

最近,Stewart提出了一种计算矩形矩阵秩揭示URV分解的算法。其方法利用细化迭代来获得矩阵最小奇异值及其对应奇异向量的改进估计。本文给出了细化迭代收敛性的新证明。该分析在Mathias和Stewart的假设基础上稍有放宽。

英文摘要:

Recently, Stewart gave an algorithm for computing a rank revealing URV decomposition of a rectangular matrix. His method makes use of a refinement iteration to achieve an improved estimate of the smallest singular value and its corresponding singular vectors of the matrix. Here, a new proof is given for the convergence of the refinement iteration. This analysis is carried out under slightly weaker assumptions than those of Mathias and Stewart.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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