An alternative algorithm for a sliding window ULV decomposition
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Tarih
2006
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Springer Wien
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
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.
Açıklama
Erbay, Hasan/0000-0002-7555-541X
Anahtar Kelimeler
65F05, 65F30, 65F50, Modifying decompositions, norm and condition estimation, subspaces
Kaynak
Computing
WoS Q Değeri
Q2
Scopus Q Değeri
Q1
Cilt
76
Sayı
1-2
Künye
closedAccess
