A rank-revealing method and its applications

  title={A rank-revealing method and its applications},
  author={Taoyu Li and Zhonggang Zengy},
A new rank revealing method is proposed. For a given matrix and a threshold for nearzero singular values, the method calculates approximate singular values below the threshold one by one along with approximate null vectors by employing a globally convergent iterative scheme as well as a deflation technique. As a result, the method returns the approximate rank of the matrix and an orthonormal basis for the approximate null space. When a row or column is added or deleted, strategies for updating… CONTINUE READING

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