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TW 418
Nicola Mastronardi, Marc Van Barel, and Raf Vandebril
Computing the rank revealing factorization of symmetric matrices by the semiseparable reduction
Abstract
An algorithm for reducing a symmetric dense matrix into a symmetrix semiseparable one by orthogonal similarity transformations and a efficient implementation of the $QR$-method for symmetric semiseparable matrices have been recently proposed. In this paper, exploiting the properties of the latter algorithms, an algorithm for computing the rank revealing factorization of symmetric matrices is constructed.
report.pdf (212K) / mailto: M. Van Barel