A geometric approach to subspace updates and orthogonal matrix decompositions under rank-one modifications
From MaRDI portal
Publication:5145095
DOI10.1090/mcom/3574zbMath1456.15026arXiv1711.08235OpenAlexW3048535734MaRDI QIDQ5145095
Publication date: 20 January 2021
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.08235
singular value decompositionGrassmann manifoldrank-one updateQR-decompositionsubspace estimationrank-one subspace update
Factorization of matrices (15A23) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Orthogonalization in numerical linear algebra (65F25) Orthogonal matrices (15B10)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The rank reduction procedure of Egerváry
- Local convergence of an algorithm for subspace identification from partial data
- The behavior of eigenvalues and singular values under perturbations of restricted rank
- Rank-one modification of the symmetric eigenproblem
- Fast low-rank modifications of the thin singular value decomposition
- An Accelerated Greedy Missing Point Estimation Procedure
- Online Adaptive Model Reduction for Nonlinear Systems via Low-Rank Updates
- A Singular Value Decomposition Updating Algorithm for Subspace Tracking
- Reorthogonalization and Stable Algorithms for Updating the Gram-Schmidt QR Factorization
- The Geometry of Algorithms with Orthogonality Constraints
- A Stable and Efficient Algorithm for the Rank-One Modification of the Symmetric Eigenproblem
- Geometric Subspace Updates with Applications to Online Adaptive Nonlinear Model Reduction
- Methods for Modifying Matrix Factorizations
- Accuracy and Stability of Numerical Algorithms
- A Rank–One Reduction Formula and Its Applications to Matrix Factorizations
- Updating the singular value decomposition
