一种揭示QR算法的收缩秩

F. Lorenzelli, K. Yao, T. Chan, P. Hansen
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引用次数: 0

摘要

在信号和图像处理、控制以及电信等许多领域,现在人们对线性代数提供的数值技术非常感兴趣。奇异值分解(SVD)是一种已被证明在许多工程应用中很有用的技术之一,但不幸的是它的计算是一个昂贵的过程。QR分解(QRF)需要的计算量要少得多,但是秩和零空间估计不一定可靠。本文提出了一种适合在VLSI收缩阵列上实现的秩显示QR (RRQR)算法。对于n阶的问题,RRQRF的实现需要n(n+1)/2个处理器和O(n)个外部缓冲区。算法的执行时间为O(nr),其中r为a的数值排名。>
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A systolic rank revealing QR algorithm
In many fields of signal and image processing control, and telecommunication there is much interest today in the numerical techniques offered by linear algebra. The singular value decomposition (SVD) is one of the techniques which have proven useful in many engineering applications, but unfortunately its computation is a costly procedure. The QR factorization (QRF) requires much less computational effort, but rank and null-space estimates are not necessarily reliable. This paper presents a version of rank revealing QR (RRQR) algorithm which is suited for implementation on a VLSI systolic array. The implementation of the RRQRF requires n(n+1)/2 processors and O(n) external buffers, for a problem of order n. The execution time for the algorithm is O(nr), where r is A's numerical rank.<>
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