Rank degeneracy and least squares problems

  • Authors:
  • Gene H. Golub;Virginia C. Klema;Gilbert W. Stewart

  • Affiliations:
  • -;-;-

  • Venue:
  • Rank degeneracy and least squares problems
  • Year:
  • 1976

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Abstract

This paper is concerned with least squares problems when the least squares matrix A is near a matrix that is not of full rank. A definition of numerical rank is given. It is shown that under certain conditions when A has numerical rank r there is a distinguished r dimensional subspace of the column space of A that is insensitive to how it is approximated by r independent columns of A. The consequences of this fact for the least squares problem are examined. Algorithms are described for approximating the stable part of the column space of A.