On the Compression of Low Rank Matrices
YALE UNIV NEW HAVEN CT DEPT OF MATHEMATICS
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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.
- Numerical Mathematics