An alternative algorithm for a sliding window ULV decomposition

H. Erbay; Jesse Louis Barlow

doi:10.1007/s00607-005-0124-4

An alternative algorithm for a sliding window ULV decomposition

H. Erbay, Jesse Louis Barlow

Computer Science and Engineering

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

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 modified much faster than the SVD. When modifiying the ULVD, the accurate computation of the subspaces is required in certain time varying applications in signal processing. In this paper, we present an updating algorithm which is suitable for large scaled matrices of low rank and as effective as alternatives. The algorithm runs in O(n ²) time.

Original language	English (US)
Pages (from-to)	55-66
Number of pages	12
Journal	Computing (Vienna/New York)
Volume	76
Issue number	1-2
DOIs	https://doi.org/10.1007/s00607-005-0124-4
State	Published - Jan 2006

All Science Journal Classification (ASJC) codes

Software
Theoretical Computer Science
Numerical Analysis
Computer Science Applications
Computational Theory and Mathematics
Computational Mathematics

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10.1007/s00607-005-0124-4

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An alternative algorithm for a sliding window ULV decomposition

Abstract

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