A Singular Value Decomposition Updating Algorithm for Subspace Tracking

DOI10.1137/0613061zbMath0759.65017OpenAlexW2028213769MaRDI QIDQ4021604

Paul Van Dooren, Joos Vandewalle, Marc Moonen

Publication date: 16 January 1993

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0613061

zbMATH Keywords

algorithmsignal processingmatrix decompositionssubspace trackingError analysisJacobi-type algorithmsfast singular value decompositionQR updating

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Orthogonalization in numerical linear algebra (65F25)

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