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UTV Tools: Matlab templates for rank-revealing UTV decompositions

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Abstract

We describe a Matlab 5.2 package for computing and modifying certain rank-revealing decompositions that have found widespread use in signal processing and other applications. The package focuses on algorithms for URV and ULV decompositions, collectively known as UTV decompositions. We include algorithms for the ULLV decomposition, which generalizes the ULV decomposition to a pair of matrices. For completeness a few algorithms for computation of the RRQR decomposition are also included. The software in this package can be used as is, or can be considered as templates for specialized implementations on signal processors and similar dedicated hardware platforms.

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Authors
  1. Ricardo D. Fierro
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  2. Per Christian Hansen
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  3. Peter Søren Kirk Hansen
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Fierro, R.D., Hansen, P.C. & Hansen, P.S.K. UTV Tools: Matlab templates for rank-revealing UTV decompositions. Numerical Algorithms 20, 165–194 (1999). https://doi.org/10.1023/A:1019112103049

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