Square-root Householder subspace tracking

DOI10.1007/s00211-009-0229-3zbMath1169.65035OpenAlexW1991177527MaRDI QIDQ2391131

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

numerical examplessingular value decompositionHouseholder methodalgorithms fast subspace trackersnumerical robustness and stability

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Related Items (2)

Updating the principal angle decomposition ⋮ Sliding window adaptive SVD using the unsymmetric Householder partial compressor

Cites Work

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• Das Verfahren der Treppeniteration und verwandte Verfahren zur Lösung algebraischer Eigenwertprobleme
• On the efficient update of rectangular LU-factorizations subject to low rank modifications
• Updating the principal angle decomposition
• The Householder compressor theorem and its application in subspace tracking
• Block RLS using row Householder reflections
• Square Hankel SVD subspace tracking algorithms
• The fast recursive row-Householder subspace tracking algorithm
• The fast Householder bi-SVD subspace tracking algorithm
• Fast approximated power iteration subspace tracking
• Bi-iterative least-square method for subspace tracking
• Updating the singular value decomposition

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