A systolic algorithm for QSVD updating (Q1180471): Difference between revisions

An algorithm is presented to perform the updating problem for the quotient singular value decomposition (QSVD), i.e. \(A=U_ A\Sigma_ A RQ^ T\), \(B=U_ B\Sigma_ B RQ^ T\), with \(U_ A\), \(U_ B\), \(Q\) unitary, \(\Sigma_ A\), \(\Sigma_ B\) diagonal (but possibly rectangular) and \(R\) upper triangular. Updating problems are discussed where only one row is appended to either or both of the matrices at a time. Then at each step the new decomposition can be obtained in \(O(n^ 2)\) operations. It is shown how this algorithm can be implemented efficiently on a systolic array.