Advertisement

Numerische Mathematik

, Volume 70, Issue 4, pp 453–471 | Cite as

Accuracy of TSVD solutions computed from rank-revealing decompositions

  • Ricardo D. Fierro
  • Per Christian Hansen

Summary.

Rank-revealing decompositions are favorable alternatives to the singular value decomposition (SVD) because they are faster to compute and easier to update. Although they do not yield all the information that the SVD does, they yield enough information to solve various problems because they provide accurate bases for the relevant subspaces. In this paper we consider rank-revealing decompositions in computing estimates of the truncated SVD (TSVD) solution to an overdetermined system of linear equations\(A x \approx b\) , where\(A\) is numerically rank deficient. We derive analytical bounds which show how the accuracy of the solution is intimately connected to the quality of the subspaces.

Mathematics Subject Classification (1991):65F25, 65F30 

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag Berlin Heidelberg 1995

Authors and Affiliations

  • Ricardo D. Fierro
    • 1
  • Per Christian Hansen
    • 2
  1. 1.Department of Mathematics, California State University, San Marcos, CA 92096 fierro@thunder.csusm.edu US
  2. 2.UNI•C (Danish Computing Center for Research and Education), Building 304, Technical University of Denmark, DK-2800 Lyngby, Denmark Per.Christian.Hansen@uni-c.dk DK

Personalised recommendations