Downdating the Singular Value Decomposition

DOI10.1137/S0895479893251472zbMATH Open0828.65039MaRDI QIDQ4842565FDOQ4842565

Authors: Ming Gu, Stanley C. Eisenstat 

Publication date: 10 January 1996

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

Recommendations

• Two-way bidiagonalization scheme for downdating the singular-value decomposition
• A fast and stable algorithm for downdating the singular value decomposition
• scientific article; zbMATH DE number 782070
• On the efficient update of the singular value decomposition
• An algorithm and stability theory for downdating the ULV decomposition

zbMATH Keywords

algorithmssingular value decompositionsingular valuessecular equationsingular vectorsdowndating

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Cited In (23)

• Modifying the generalized singular value decomposition with application in direction-of-arrival finding
• An efficient rank detection procedure for modifying the ULV decomposition
• Incremental algorithms for truncated higher-order singular value decompositions
• Incremental tensor subspace learning and its applications to foreground segmentation and tracking
• A modified Gram--Schmidt-based downdating technique for ULV decompositions with applications to recursive TLS problems
• Robust CUR Decomposition: Theory and Imaging Applications
• Incremental CP Tensor Decomposition by Alternating Minimization Method
• An efficient algorithm for rank and subspace tracking
• On a downdating formula for regression
• A distributed and incremental SVD algorithm for agglomerative data analysis on large networks
• Fast low-rank modifications of the thin singular value decomposition
• Subspace-based noise reduction for speech signals via diagonal and triangular matrix decompositions: survey and analysis
• A fast and stable algorithm for downdating the singular value decomposition
• Two-way bidiagonalization scheme for downdating the singular-value decomposition
• Title not available (Why is that?)
• Dynamic normal forms and dynamic characteristic polynomial
• Note on a rank-one modification of the singular value decomposition
• SVD-updating using orthonormal μ-rotations
• Numerical strategies for recursive least squares solutions to the matrix equation AX = B
• Subspace tracking in low-rank real-time systems
• Proper Orthogonal Decomposition In Decoupling Large Dynamical Systems
• Updating the principal angle decomposition
• An alternative algorithm for a sliding window ULV decomposition

This page was built for publication: Downdating the Singular Value Decomposition

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4842565)