Stable chasing algorithms for modifying complete and partial singular value decompositions

Jesse L. Barlow, Hongyuan Zha, Peter A. Yoon

Research output: Contribution to journalConference article

2 Scopus citations

Abstract

Methods for updating and downdating singular value decompositions (SVDs) and partially reduced bidiagonal forms (partial SVDs) are introduced. The methods are based upon chasing procedures for updating the SVD and downdating procedures for orthogonal decompositions. The main feature of these methods is the ability to separate the singular values into "large" and "small" sets and then obtain an updated bidiagonal form with corresponding "large" and "small" columns. This makes for a more accurate update or downdate.

Original languageEnglish (US)
Pages (from-to)455-466
Number of pages12
JournalProceedings of SPIE - The International Society for Optical Engineering
Volume2027
DOIs
Publication statusPublished - Nov 1 1993
EventAdvanced Signal Processing Algorithms, Architectures, and Implementations IV 1993 - San Diego, United States
Duration: Jul 11 1993Jul 16 1993

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All Science Journal Classification (ASJC) codes

  • Electronic, Optical and Magnetic Materials
  • Condensed Matter Physics
  • Computer Science Applications
  • Applied Mathematics
  • Electrical and Electronic Engineering

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