Updating a Rank-Revealing ULV Decomposition

DOI10.1137/0614034zbMath0771.65021OpenAlexW2064667796MaRDI QIDQ5286289

G. W. Stewart

Publication date: 29 June 1993

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/c7e0f0ae537db0da98de3c52450ed670edcb039c

zbMATH Keywords

updatingrank revealingULV decompositions

Mathematics Subject Classification ID

Orthogonalization in numerical linear algebra (65F25)

Related Items (33)

Strong rank revealing LU factorizations ⋮ A modified Gram--Schmidt-based downdating technique for ULV decompositions with applications to recursive TLS problems ⋮ Algorithm 1022: Efficient Algorithms for Computing a Rank-Revealing UTV Factorization on Parallel Computing Architectures ⋮ Krylov Subspace Approach to Core Problems within Multilinear Approximation Problems: A Unifying Framework ⋮ A block QR algorithm and the singular value decomposition ⋮ Subspace-based noise reduction for speech signals via diagonal and triangular matrix decompositions: survey and analysis ⋮ SVD update methods for large matrices and applications ⋮ An efficient algorithm for computing the approximate t-URV and its applications ⋮ An algorithm and stability theory for downdating the ULV decomposition ⋮ Gram-Schmidt orthogonalization: 100 years and more ⋮ Inverses of generalized Hessenberg matrices ⋮ Subspaces Analysis for Random Projection UTV Framework ⋮ Recursive Algorithms to Update a Numerical Basis Matrix of the Null Space of the Block Row, (Banded) Block Toeplitz, and Block Macaulay Matrix ⋮ An efficient randomized QLP algorithm for approximating the singular value decomposition ⋮ Pass-efficient randomized LU algorithms for computing low-rank matrix approximation ⋮ UTV decomposition of dual matrices and its applications ⋮ A reliable Givens-LU approach for solving opposite-bordered tridiagonal linear systems ⋮ Generating and measuring instances of hard semidefinite programs ⋮ Fast linear algebra is stable ⋮ Modifiable low-rank approximation to a matrix ⋮ RankRev: a Matlab package for computing the numerical rank and updating/downdating ⋮ An efficient algorithm for rank and subspace tracking ⋮ Statistical Condition Estimation for Linear Systems ⋮ An efficient total least squares algorithm based on a rank-revealing two- sided orthogonal decomposition ⋮ Implicitly-weighted total least squares ⋮ Subspace tracking in low-rank real-time systems ⋮ An efficient rank detection procedure for modifying the ULV decomposition ⋮ On the computation of the optimal \(\mathbf H_\infty\) norms for two feedback control problems ⋮ Subspace Iteration Randomization and Singular Value Problems ⋮ Some new properties of the equality constrained and weighted least squares problem ⋮ A new matrix decomposition for signal processing ⋮ Updating approximate principal components with applications to template tracking ⋮ An alternative algorithm for a sliding window ULV decomposition

This page was built for publication: Updating a Rank-Revealing ULV Decomposition