Modifiable low-rank approximation to a matrix

Jesse L. Barlow, Hasan Erbay

Research output: Contribution to journalArticlepeer-review

7 Scopus citations

Abstract

A truncated ULV decomposition (TULVD) of an m × n matrix X of rank k is a decomposition of the form X=ULVT+E, where U and V are left orthogonal matrices, L is a k × k non-singular lower triangular matrix, and E is an error matrix. Only U,V, L, and ∥E∥F are stored, but E is not stored. We propose algorithms for updating and downdating the TULVD. To construct these modification algorithms, we also use a refinement algorithm based upon that in (SIAM J. Matrix Anal. Appl. 2005; 27(1):198-211) that reduces ∥E∥F, detects rank degeneracy, corrects it, and sharpens the approximation.

Original languageEnglish (US)
Pages (from-to)833-860
Number of pages28
JournalNumerical Linear Algebra with Applications
Volume16
Issue number10
DOIs
StatePublished - Oct 1 2009

All Science Journal Classification (ASJC) codes

  • Algebra and Number Theory
  • Applied Mathematics

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