Title
Modifiable low-rank approximation to a matrix
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.
Year
DOI
Venue
2009
10.1002/nla.651
NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS
Keywords
Field
DocType
orthogonal decomposition,rank estimation,subspace estimation
Combinatorics,Orthogonal matrix,Mathematical optimization,Matrix (mathematics),Matrix decomposition,Degeneracy (mathematics),Low-rank approximation,Triangular matrix,Orthogonal decomposition,QR decomposition,Mathematics
Journal
Volume
Issue
ISSN
16
10
1070-5325
Citations 
PageRank 
References 
0
0.34
5
Authors
2
Name
Order
Citations
PageRank
Jesse L. Barlow19513.17
Hasan Erbay2115.32