A fast and stable algorithm for downdating the singular value decomposition

DOI10.1016/J.CAMWA.2014.09.008MaRDI QIDQ2363845zbMATH OpenOpenAlexFDO

Authors Jieyuan Zhang, Li-zhi Cheng, Guangquan Cheng, Shengguo Li, Xiang-Ke Liao

Publication date 26 July 2017

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.camwa.2014.09.008

zbMATH Keywords

Cauchy-like matricesdowndating SVDHSS matricesnumerical stability

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Complexity and performance of numerical algorithms (65Y20)

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Cites work

• A Fast ULV Decomposition Solver for Hierarchically Semiseparable Representations
• A Singular Value Decomposition Updating Algorithm for Subspace Tracking
• An accelerated divide-and-conquer algorithm for the bidiagonal SVD problem
• An algorithm and stability theory for downdating the ULV decomposition
• Downdating the Latent Semantic Indexing Model for Conceptual Information Retrieval
• Downdating the Singular Value Decomposition
• Fast algorithms for hierarchically semiseparable matrices
• Fast Gaussian Elimination with Partial Pivoting for Matrices with Displacement Structure
• scientific article; zbMATH DE number 741106 (Why is no real title available?)
• Manifestations of the Schur complement
• New efficient and robust HSS Cholesky factorization of SPD matrices
• On the existence and computation of rank-revealing LU factorizations
• Pivoting and backward stability of fast algorithms for solving Cauchy linear equations
• Robust Approximate Cholesky Factorization of Rank-Structured Symmetric Positive Definite Matrices
• Stable and Efficient Algorithms for Structured Systems of Linear Equations
• Updating the singular value decomposition

Cited in

(11)

• Two-way bidiagonalization scheme for downdating the singular-value decomposition
• An algorithm and stability theory for downdating the ULV decomposition
• Fast low-rank modifications of the thin singular value decomposition
• High-performance up-and-downdating via householder-like transformations
• On the efficient update of the singular value decomposition
• scientific article; zbMATH DE number 782070 (Why is no real title available?)
• scientific article; zbMATH DE number 782077 (Why is no real title available?)
• Downdating the Singular Value Decomposition
• SVD-updating using orthonormal μ-rotations
• 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

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