Square-root Householder subspace tracking

DOI10.1007/S00211-009-0229-3MaRDI QIDQ2391131zbMATH OpenOpenAlexFDO

Authors Peter Strobach

Publication date 24 July 2009

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00211-009-0229-3

zbMATH Keywords

algorithms fast subspace trackersHouseholder methodnumerical examplesnumerical robustness and stabilitysingular value decomposition

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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Cites work

• Bi-iterative least-square method for subspace tracking
• Block RLS using row Householder reflections
• Das Verfahren der Treppeniteration und verwandte Verfahren zur Lösung algebraischer Eigenwertprobleme
• Fast approximated power iteration subspace tracking
• scientific article; zbMATH DE number 4213315 (Why is no real title available?)
• On the efficient update of rectangular LU-factorizations subject to low rank modifications
• Square Hankel SVD subspace tracking algorithms
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• The Householder compressor theorem and its application in subspace tracking
• Updating the principal angle decomposition
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Cited in

(11)

• The Householder compressor theorem and its application in subspace tracking
• Sliding window adaptive SVD using the unsymmetric Householder partial compressor
• On the efficient use of Givens rotations in SVD-based subspace tracking algorithms.
• Fast recursive orthogonal iteration subspace tracking algorithms and applications
• Square Hankel SVD subspace tracking algorithms
• On a class of orthonormal algorithms for principal and minor subspace tracking
• The fast recursive row-Householder subspace tracking algorithm
• The fast Householder bi-SVD subspace tracking algorithm
• Factored spherical subspace tracking
• scientific article; zbMATH DE number 782076 (Why is no real title available?)
• Updating the principal angle decomposition

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