An alternative algorithm for a sliding window ULV decomposition

DOI10.1007/s00607-005-0124-4zbMath1089.65036OpenAlexW1985029944MaRDI QIDQ817013

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

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

Related Items

Modifiable low-rank approximation to a matrix

Cites Work

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• Adaptive Lanczos methods for recursive condition estimation
• An efficient rank detection procedure for modifying the ULV decomposition
• A modified Gram--Schmidt-based downdating technique for ULV decompositions with applications to recursive TLS problems
• An algorithm and stability theory for downdating the ULV decomposition
• A Survey of Condition Number Estimation for Triangular Matrices
• Experience with a Matrix Norm Estimator
• Downdating the Singular Value Decomposition
• Updating a Rank-Revealing ULV Decomposition