An alternative algorithm for a sliding window ULV decomposition

DOI10.1007/S00607-005-0124-4MaRDI QIDQ817013zbMATH OpenOpenAlexFDO

Authors Hasan Erbay, Jesse L. Barlow

Publication date 2 March 2006

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00607-005-0124-4

zbMATH Keywords

numerical examplesapproximate singular value decompositionlarge scale low rank matricesnorm and condition estimatestime varying signal processingULV decomposition

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Computational methods for sparse matrices (65F50) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cites work

• scientific article; zbMATH DE number 1058086 (Why is no real title available?)
• scientific article; zbMATH DE number 1058087 (Why is no real title available?)
• A Survey of Condition Number Estimation for Triangular Matrices
• A modified Gram--Schmidt-based downdating technique for ULV decompositions with applications to recursive TLS problems
• Adaptive Lanczos methods for recursive condition estimation
• An algorithm and stability theory for downdating the ULV decomposition
• An efficient rank detection procedure for modifying the ULV decomposition
• Downdating the Singular Value Decomposition
• Experience with a Matrix Norm Estimator
• Updating a Rank-Revealing ULV Decomposition

Cited in

(8)

• scientific article; zbMATH DE number 1893759 (Why is no real title available?)
• Computing ULV decomposition by divide conquer method
• An algorithm and stability theory for downdating the ULV decomposition
• An efficient algorithm for rank and subspace tracking
• scientific article; zbMATH DE number 782072 (Why is no real title available?)
• Modifiable low-rank approximation to a matrix
• scientific article; zbMATH DE number 782070 (Why is no real title available?)
• An Alternative Algorithm for the Refinement of ULV Decompositions

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