On the efficient update of the singular value decomposition

DOI10.1002/PAMM.200810827MaRDI QIDQ4582511zbMATH OpenOpenAlexFDO

Authors Peter Stange

Publication date 23 August 2018

Published in PAMM (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/pamm.200810827

Mathematics Subject Classification ID

Factorization of matrices (15A23) Direct numerical methods for linear systems and matrix inversion (65F05)

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Cited in

(22)

• SVD update methods for large matrices and applications
• On TSVD regularization for a Broyden-type algorithm
• On stable parameter estimation and forecasting in epidemiology by the Levenberg-Marquardt algorithm with Broyden's rank-one updates for the Jacobian operator
• A fast and stable algorithm for downdating the singular value decomposition
• Fast low-rank modifications of the thin singular value decomposition
• Rank two perturbations of matrices and operators and operator model for \(\mathbf{t}\)-transformation of probability measures
• scientific article; zbMATH DE number 782077 (Why is no real title available?)
• Downdating the Singular Value Decomposition
• scientific article; zbMATH DE number 833644 (Why is no real title available?)
• Representation learning for dynamic graphs: a survey
• A geometric approach to subspace updates and orthogonal matrix decompositions under rank-one modifications
• Low rank update of singular values
• Decomposition of an updated correlation matrix via hyperbolic transformation.
• SVD-updating using orthonormal μ-rotations
• On updating the structure of sparse matrix factors
• scientific article; zbMATH DE number 4187004 (Why is no real title available?)
• Fast and Accurate Proper Orthogonal Decomposition using Efficient Sampling and Iterative Techniques for Singular Value Decomposition
• Updating the singular value decomposition
• Note on a rank-one modification of the singular value decomposition
• A new method to improve the efficiency and accuracy of incremental singular value decomposition
• Robust estimation of covariance matrices: adversarial contamination and beyond
• Decremental (1+)-approximate maximum eigenvector: dynamic power method

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