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From: "Bruno Luong" <b.luong@fogale.findmycountry>
Newsgroups: comp.soft-sys.matlab
Subject: factorize singular symmetric matrix
Date: Tue, 29 Sep 2009 11:26:03 +0000 (UTC)
Organization: FOGALE nanotech
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Let A a real symmetric positive - but *not* definite - matrix.

What is the good way to factorize P'*A*P where P is (any - but to be found) orthogonal basis of Im(A)? In other word, am I obligate to perform QR factorization of A and throw out the "smaller" vectors. This method cannot take any advantage of the symmetric positiveness of A.

My A might be sparse. So I would also prefer to avoid factorization filling, but let alone this constraint for the moment.

Bruno