Modifiable low-rank approximation to a matrix
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Date
2009
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Wiley
Access Rights
info:eu-repo/semantics/closedAccess
Abstract
A truncated ULV decomposition (TULVD) of an m x n matrix X of rank k is a decomposition of the form X=ULVT + E, where U and V are left orthogonal matrices, L is a k x k non-singular lower triangular matrix and E is an error matrix. Only U,V, L and parallel to E parallel to(F) are stored, but E is not stored. We propose algorithms for updating and downdating the TULVD. To construct these modification algorithms, we also use a refinement algorithm based upon that in (SIAM J. Matrix Anal. Appl. 2005; 27(1):198-211) that reduces parallel to E parallel to(F), detects rank degeneracy, corrects it, and sharpens the approximation. Copyright (C) 2009 John Wiley & Sons, Ltd.
Description
Erbay, Hasan/0000-0002-7555-541X
Keywords
orthogonal decomposition, rank estimation, subspace estimation
Journal or Series
Numerical Linear Algebra With Applications
WoS Q Value
Q1
Scopus Q Value
Q1
Volume
16
Issue
10
Citation
closedAccess
