An alternative algorithm for a sliding window ULV decomposition (Q817013)

The authors present a modified ULV decomposition method, to approximate the singular value decomposition, for large scale low rank matrices that meets some specific requirements related to time varying applications in signal processing. The method diminishes storage requirements, its execution is \(O(n^2\)) and appends data on the top part of the matrix thus representing a viable alternative to existing methods. Computational examples illustrate the methods feasibility.