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In linear algebra, the complete orthogonal decomposition is a matrix decomposition. It is similar to the singular value decomposition, but typically somewhat cheaper to compute and in particular much cheaper and easier to update when the original matrix is slightly altered.
References
- ↑ Gu, Ming; Stanley C. Eisenstat (July 1996). "Efficient algorithms for computing a strong rank-revealing QR factorization" (PDF). SIAM Journal on Scientific Computing. 17 (4): 848–869. doi:10.1137/0917055 . Retrieved 22 September 2014.
- ↑ Hong, Y.P.; C.-T. Pan (January 1992). "Rank-Revealing QR Factorizations and the Singular Value Decomposition". Mathematics of Computation. 58 (197): 213–232. doi:10.2307/2153029. JSTOR 2153029.
- ↑ "RRQR Factorization" (PDF). 29 March 2007. Retrieved 2 April 2011.
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