Two-way bidiagonalization scheme for downdating the singular-value decomposition

DOI10.1016/0024-3795(93)00273-3MaRDI QIDQ1894465zbMATH OpenOpenAlexFDO

Authors Haesun Park, Sabine Van Huffel

Publication date 24 March 1996

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(93)00273-3

zbMATH Keywords

bidiagonal matrixdiagonalizingdowndatingparallel computationsingular value decomposition

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Parallel numerical computation (65Y05)

Review text

Downdating of a matrix means the deletion of an existing row of this matrix. It is shown that the problem of downdating a row in the singular value decomposition of a matrix can be transformed into a problem of bidiagonalizing a diagonal matrix bordered by a column and then diagonalizing this bidiagonal matrix. For the bidiagonalization of a rank-\(r\) matrix a two-way chasing scheme is proposed. Using this method the computation time is reduced by nearly 50\% for large \(r\) compared to one-way chasing schemes.

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Cites work

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• Implementation of adaptive array algorithms
• Parallel tri- and bi-diagonalization of bordered bidiagonal matrices
• Reorthogonalization and Stable Algorithms for Updating the Gram-Schmidt QR Factorization
• The Effects of Rounding Error on an Algorithm for Downdating a Cholesky Factorization
• Updating the singular value decomposition

Cited in

(4)

• A fast and stable algorithm for downdating the singular value decomposition
• Recursive approximation of the dominant eigenspace of an indefinite matrix
• Downdating the Singular Value Decomposition
• A fast algorithm for the recursive calculation of dominant singular subspaces

Describes a project that uses

Uses Software

• VanHuffel

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