Modified Gram-Schmidt based downdating technique for ULV decompositions with applications to recursive TLS problems

Jesse Louis Barlow, Hasan Erbay, Zhenyue Zhang

Research output: Contribution to journalArticle

7 Citations (Scopus)

Abstract

The ULV decomposition (ULVD) is an important member of a class of rank-revealing two-sided orthogonal decompositions used to approximate the singular value decomposition (SVD). The ULVD can be updated and downdated much faster than the SVD, hence its utility in the solution of recursive total least squares (TLS) problems. However, the robust implementation of ULVD after the addition and deletion of rows (called updating and downdating respectively) is not altogether straightforward. When updating or downdating the ULVD, the accurate computation of the subspaces necessary to solve the TLS problem is of great importance. In this paper, algorithms are given to compute simple parameters that can often show when good subspaces have been computed.

Original languageEnglish (US)
Pages (from-to)247-257
Number of pages11
JournalProceedings of SPIE - The International Society for Optical Engineering
Volume3807
StatePublished - 1999

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Total Least Squares
Least Squares Problem
Singular value decomposition
decomposition
Decompose
Updating
Subspace
Orthogonal Decomposition
Deletion
deletion
Necessary

All Science Journal Classification (ASJC) codes

  • Electrical and Electronic Engineering
  • Condensed Matter Physics

Cite this

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