Full rank Cholesky factorization for rank deficient matrices

被引：1

作者：

Canto, Rafael ^{[1
]}

Pelaez, Maria J. ^{[2
]}

Urbano, Ana M. ^{[1
]}

机构：

[1] Univ Politecn Valencia, Inst Matemat Multidisciplinar, E-46071 Valencia, Spain

[2] ZLAB Innovac Tecnolog SL, Dept Form, Zaragoza, Spain

来源：

APPLIED MATHEMATICS LETTERS | 2015年 / 40卷

关键词：

Rank deficient matrices; Cholesky factorization;

D O I：

10.1016/j.aml.2014.09.001

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Let A be a rank deficient square matrix. We characterize the unique full rank Cholesky factorization LALAT of A where the factor L-A is a lower echelon matrix with positive leading entries. We compute an extended decomposition for the normal matrix (BB)-B-T where B is a rectangular rank deficient matrix. This decomposition is obtained without interchange of rows and without computing all entries of the normal matrix. Algorithms to compute both factorizations are given. (C) 2014 Elsevier Ltd. All rights reserved.

引用

页码：17 / 22

页数：6

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