Name
Title | ||
|---|---|---|
A modified Gram-Schmidt-based downdating technique for ULV decompositions with applications to recursive TLS problems |
Abstract | ||
|---|---|---|
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 updated and downdated much faster than the SVD, hence its utility in the solution of recursive total least squares (TLS) problems. However, the robust implementation of ULVD after the addition and deletion of rows (called updating and downdating, respectively) is not altogether straightforward. When updating or downdating the ULVD, the accurate computation of the subspaces necessary to solve the TLS problem is of great importance. In this paper, algorithms are given to compute simple parameters that can often show when good subspaces have been computed. |
Year | DOI | Venue |
|---|---|---|
2002 | 10.1016/S0167-9473(02)00069-5 | Computational Statistics & Data Analysis |
Keywords | Field | DocType |
subspaces,two-sided orthogonal,singular value decomposition,norm and condition estimation,modifying decompositions,robust implementation,accurate computation,important member,good subspaces,tls problem,simple parameter,ulv decomposition,modified gram-schmidt-based downdating technique,great importance | Least squares,Linear algebra,Singular value decomposition,Condition number,Mathematical optimization,Matrix decomposition,Algorithm,Decomposition method (constraint satisfaction),Linear subspace,Total least squares,Statistics,Mathematics | Journal |
Volume | Issue | ISSN |
41 | 1 | Computational Statistics and Data Analysis |
Citations | PageRank | References |
5 | 0.79 | 1 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Hasan Erbay | 1 | 11 | 5.32 |
| Jesse L. Barlow | 2 | 95 | 13.17 |
| Zhenyue Zhang | 3 | 1469 | 86.55 |