Abstract | ||
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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 |
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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. Barlow | 1 | 95 | 13.17 |
Hasan Erbay | 2 | 11 | 5.32 |