The Flag Decomposition factors a matrix with a nested column hierarchy into an orthonormal flag, a block upper triangular matrix, and a permutation, computed by a block Gram-Schmidt algorithm.
Block modified Gram–Schmidt algorithms and their analysis.SIAM Journal on Matrix Analysis and Applications, 40(4):1257–1290, 2019
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A Flag Decomposition for Hierarchical Datasets
The Flag Decomposition factors a matrix with a nested column hierarchy into an orthonormal flag, a block upper triangular matrix, and a permutation, computed by a block Gram-Schmidt algorithm.