Stable chasing algorithms for modifying complete and partial singular value decompositions

Jesse L. Barlow; H. Zha; P. A. Yoon

doi:10.1117/12.160456

1 November 1993 Stable chasing algorithms for modifying complete and partial singular value decompositions

Jesse L. Barlow, H. Zha, P. A. Yoon

Proceedings Volume 2027, Advanced Signal Processing Algorithms, Architectures, and Implementations IV; (1993) https://doi.org/10.1117/12.160456
Event: SPIE's 1993 International Symposium on Optics, Imaging, and Instrumentation, 1993, San Diego, CA, United States

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 dosndate.

Citation Download Citation

Jesse L. Barlow, H. Zha, and P. A. Yoon "Stable chasing algorithms for modifying complete and partial singular value decompositions", Proc. SPIE 2027, Advanced Signal Processing Algorithms, Architectures, and Implementations IV, (1 November 1993); https://doi.org/10.1117/12.160456

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