Modifiable low-rank approximation to a matrix
Yükleniyor...
Tarih
2009
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Wiley
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
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.
Açıklama
Erbay, Hasan/0000-0002-7555-541X
Anahtar Kelimeler
orthogonal decomposition, rank estimation, subspace estimation
Kaynak
Numerical Linear Algebra With Applications
WoS Q Değeri
Q1
Scopus Q Değeri
Q1
Cilt
16
Sayı
10
Künye
closedAccess
