ANU Computer Science Technical Reports
TR-CS-98-14
Michael Stewart.
A completely rank revealing quotient urv decomposition.
December 1998.
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Abstract: This paper introduces a completely rank
revealing complete orthogonal quotient decomposition for a pair of
rectangular matrices. It reliably reveals an approximation of the minimum
distance from a matrix pair with a prescribed quotient SVD structure. The
approximation gives the true minimum distance up to a small constant factor
that is independent of the sizes of the matrices. Consequently the
decomposition is well suited to the recovery of the non-generic quotient SVD
structure of a pair of matrices that have been corrupted by errors. The use
of a completely rank revealing decomposition is shown to improve estimates of
matrix range space intersections for a system identification problem.
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