Fast Computation of the Rank Profile Matrix and the Generalized Bruhat Decomposition
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The row (resp. column) rank profile of a matrix describes the stair-case shape of its row (resp. column) echelon form.We here propose a new matrix invariant, the rank profile matrix, summarizing all information on the row andcolumn rank profiles of all the leading sub-matrices.We show that this normal form exists and is unique over any ring, provided that the notion of McCoy's rank is used, in the presence of zero divisors.We then explore the conditions for a Gaussian elimination algorithm to compute all or part of this invariant,through the corresponding PLUQ decomposition. This enlarges the set of known Elimination variants that compute row or column rank profiles.As a consequence a new Crout base case variant significantly improves the practical efficiency of previously known implementations over a finite field.With matrices of very small rank, we also generalize the techniques ofStorjohann and Yang to the computation of the rank profile matrix, achieving an (r^ω+mn)^1+o(1) time complexity for an m × n matrix of rank r, where ω is the exponent of matrix multiplication. Finally, by give connections to the Bruhat decomposition, and severalof its variants and generalizations. Thus, our algorithmicimprovements for the PLUQ factorization, and their implementations,directly apply to these decompositions.In particular, we show how a PLUQ decomposition revealing the rankprofile matrix also reveals both a row and a column echelon form ofthe input matrix or of any of its leading sub-matrices, by a simplepost-processing made of row and column permutations.
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