On the Compression of Low Rank Matrices
Abstract
A procedure is reported for the compression of rank-deficient matrices. A matrix A of rank k is represented in the form A = U small circle B small circle V where B is a k x k submatrix of A, and U, V are well-conditioned matrices that each contain a k x k identity submatrix. This property enables such compression schemes to be used in certain situations where the SVD cannot be used efficiently. Numerical examples are presented.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 11, 2003
- Accession Number
- ADA639968
Entities
People
- Hei Victor Cheng
- P. G. Martinsson
- Vladimir Rokhlin
- Z. Gimbutas
Organizations
- Yale University