Title: 2-way bidiagonalization scheme for downdating the singular-value decomposition
Authors: Park, H ×
Van Huffel, Sabine #
Issue Date: Jun-1995
Publisher: Elsevier science publ co inc
Series Title: Linear algebra and its applications vol:222 pages:23-39
Abstract: We present a method that transforms the problem of downdating the singular-value decomposition into a problem of diagonalizing a diagonal matrix bordered by one column. The first step in this diagonalization involves bidiagonalization of a diagonal matrix bordered by one column. For updating the singular-value decomposition, a two-way chasing scheme has been recently introduced, which reduces the total number of rotations by 50% compared to previously developed one-way chasing schemes. Here, a two-way chasing scheme is introduced for the bidiagonalization step in downdating the singular-value decomposition. We show how the matrix elements can be rearranged and how the nonzero elements can be chased away towards two corners of the matrix. The newly proposed scheme saves nearly 50% of the number of plane rotations required by one-way chasing schemes.
ISBN: 93-17
ISSN: 0024-3795
Publication status: published
KU Leuven publication type: IT
Appears in Collections:ESAT - STADIUS, Stadius Centre for Dynamical Systems, Signal Processing and Data Analytics
× corresponding author
# (joint) last author

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