A Convergence Analysis on URV Refinement
Numerical Analysis
2018-03-28 v1
Abstract
Recently, Stewart gave an algorithm for computing a rank revealing URV decomposition of a rectangular matrix. His method makes use of a refinement iteration to achieve an improved estimate of the smallest singular value and its corresponding singular vectors of the matrix. Here, a new proof is given for the convergence of the refinement iteration. This analysis is carried out under slightly weaker assumptions than those of Mathias and Stewart.
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Cite
@article{arxiv.1803.09352,
title = {A Convergence Analysis on URV Refinement},
author = {Limin Wu},
journal= {arXiv preprint arXiv:1803.09352},
year = {2018}
}
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10 pages