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Full rank Cholesky factorization for rank deficient matrices

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Full rank Cholesky factorization for rank deficient matrices

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dc.contributor.author Cantó Colomina, Rafael es_ES
dc.contributor.author Peláez, María J. es_ES
dc.contributor.author Urbano Salvador, Ana María es_ES
dc.date.accessioned 2016-05-13T10:06:15Z
dc.date.available 2016-05-13T10:06:15Z
dc.date.issued 2015-02
dc.identifier.issn 0893-9659
dc.identifier.uri http://hdl.handle.net/10251/64022
dc.description.abstract [EN] Let A be a rank deficient square matrix. We characterize the unique full rank Cholesky factorization LL^T of A where the factor L is a lower echelon matrix with positive leading entries. We compute an extended decomposition for the normal matrix B^TB where B is a rectangular rank deficient matrix. This decomposition is obtained without interchange of rows and without computing all entries of the normal matrix. Algorithms to compute both factorizations are given. es_ES
dc.description.sponsorship This research was supported by the Spanish DGI grant MTM2010-18228 and by the Chilean program FONDECYT 1100029. en_EN
dc.language Inglés es_ES
dc.publisher Elsevier es_ES
dc.relation Spanish DGI grant MTM2010-18228 es_ES
dc.relation Chilean program FONDECYT 1100029 es_ES
dc.relation.ispartof Applied Mathematics Letters es_ES
dc.rights Reserva de todos los derechos es_ES
dc.subject Rank deficient matrices es_ES
dc.subject Cholesky factorization es_ES
dc.subject.classification MATEMATICA APLICADA es_ES
dc.title Full rank Cholesky factorization for rank deficient matrices es_ES
dc.type Artículo es_ES
dc.identifier.doi 10.1016/j.aml.2014.09.001
dc.rights.accessRights Abierto es_ES
dc.contributor.affiliation Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada es_ES
dc.description.bibliographicCitation Cantó Colomina, R.; Peláez, MJ.; Urbano Salvador, AM. (2015). Full rank Cholesky factorization for rank deficient matrices. Applied Mathematics Letters. 40:17-22. doi:10.1016/j.aml.2014.09.001 es_ES
dc.description.accrualMethod S es_ES
dc.relation.publisherversion https://dx.doi.org/10.1016/j.aml.2014.09.001 es_ES
dc.description.upvformatpinicio 17 es_ES
dc.description.upvformatpfin 22 es_ES
dc.type.version info:eu-repo/semantics/publishedVersion es_ES
dc.description.volume 40 es_ES
dc.relation.senia 290038 es_ES


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