3 ms·
As it turns out, the author does cover the rank-decomposition (under the name "Rank-Revealing Factorization") in his blog as well: https://nhigham.com/2021/05/
by heinrichhartman 4y ago
As it turns out, the author does cover the rank-decomposition (under the name "Rank-Revealing Factorization") in his blog as well:
https://nhigham.com/2021/05/19/what-is-a-rank-revealing-factorization/ https://nhigham.com/2021/05/19/what-is-a-rank-revealing-fact...
- FabHK 4y agoHigham there adds the condition that X, Y be well-conditioned (as they are in the SVD, for example). That's a problem with the Jordan decomposition A = X J X^-1: the X is non-singular in theory, but can be ill-conditioned, and thus the Jordan decomposition is not stable and not really used in practice (as highlighted in the original article).