Article ID Journal Published Year Pages File Type
8054426 Applied Mathematics Letters 2015 6 Pages PDF
Abstract
Let A be a rank deficient square matrix. We characterize the unique full rank Cholesky factorization LALAT of A where the factor LA is a lower echelon matrix with positive leading entries. We compute an extended decomposition for the normal matrix BTB 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.
Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics
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