Stable chasing algorithms for modifying complete and partial singular value decompositions

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

doi:10.1117/12.160456

Stable chasing algorithms for modifying complete and partial singular value decompositions

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

Computer Science and Engineering

Research output: Contribution to journal › Conference article › peer-review

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 language	English (US)
Pages (from-to)	455-466
Number of pages	12
Journal	Proceedings of SPIE - The International Society for Optical Engineering
Volume	2027
DOIs	https://doi.org/10.1117/12.160456
State	Published - Nov 1 1993
Event	Advanced Signal Processing Algorithms, Architectures, and Implementations IV 1993 - San Diego, United States Duration: Jul 11 1993 → Jul 16 1993

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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10.1117/12.160456

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T1 - Stable chasing algorithms for modifying complete and partial singular value decompositions

AU - Barlow, Jesse L.

AU - Zha, Hongyuan

AU - Yoon, Peter A.

PY - 1993/11/1

Y1 - 1993/11/1

N2 - 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.

AB - 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.

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DO - 10.1117/12.160456

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AN - SCOPUS:85076225713

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VL - 2027

SP - 455

EP - 466

JO - Proceedings of SPIE - The International Society for Optical Engineering

JF - Proceedings of SPIE - The International Society for Optical Engineering

T2 - Advanced Signal Processing Algorithms, Architectures, and Implementations IV 1993

Y2 - 11 July 1993 through 16 July 1993

ER -

Stable chasing algorithms for modifying complete and partial singular value decompositions

Abstract

All Science Journal Classification (ASJC) codes

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