Accession Number:

ADA639968

Title:

On the Compression of Low Rank Matrices

Descriptive Note:

Research rept.

Corporate Author:

YALE UNIV NEW HAVEN CT DEPT OF MATHEMATICS

Report Date:

2003-07-11

Pagination or Media Count:

17.0

Abstract:

A procedure is reported for the compression of rank-deficient matrices. A matrix A of rank k is represented in the form A U small circle B small circle V where B is a k x k submatrix of A, and U, V are well-conditioned matrices that each contain a k x k identity submatrix. This property enables such compression schemes to be used in certain situations where the SVD cannot be used efficiently. Numerical examples are presented.

Subject Categories:

  • Numerical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE