A fast algorithm for the recursive calculation of dominant singular subspaces

DOI10.1016/j.cam.2006.12.032zbMath1154.65319OpenAlexW2013169943MaRDI QIDQ932707

Marc Van Barel, Raf Vandebril, Nicola Mastronardi

Publication date: 11 July 2008

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2006.12.032

zbMATH Keywords

singular value decompositionupdatingHouseholder matrixGivens rotation\(URV\) factorization

Mathematics Subject Classification ID

Related Items (3)

A nonlinear POD-Galerkin reduced-order model for compressible flows taking into account rigid body motions ⋮ Error analysis of an incremental proper orthogonal decomposition algorithm for PDE simulation data ⋮ A note on incremental POD algorithms for continuous time data

Uses Software

• mctoolbox

Cites Work

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• On computing the eigenvectors of a class of structured matrices
• An efficient and reliable algorithm for computing the singular subspace of a matrix, associated with its smallest singular values
• Iterative algorithms for computing the singular subspace of a matrix associated with its smallest singular values
• Parallel tri- and bi-diagonalization of bordered bidiagonal matrices
• A note on the recursive calculation of dominant singular subspaces
• Two-way bidiagonalization scheme for downdating the singular-value decomposition
• Recursive Calculation of Dominant Singular Subspaces

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