Rules and software for detecting rank degeneracy |
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Authors: | Gene Golub Virginia Klema Stephen C Peters |
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Institution: | Stanford University, Stanford, CA 94305, USA;Massachusetts Institute of Technology, Cambridge, MA 02139, USA |
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Abstract: | We describe an algorithm that can be used to select a set of independent columns of a matrix when numerical rank can be determined, and we associate the uncertainty of the data with rank selection. Mathematical software written in Fortran which implements this algorithm is available for a variety of computing machines. |
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