An Alternative Algorithm for a Sliding Window ULV Decomposition
نویسندگان
چکیده
منابع مشابه
An Alternative Algorithm for the Refinement of ULV Decompositions
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). It is useful in applications of the SVD such as principal components where we are interested in approximating a matrix by one of lower rank. It can be updated and downdated much more quickly than an SVD. In many instance...
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ژورنال
عنوان ژورنال: Computing
سال: 2005
ISSN: 0010-485X,1436-5057
DOI: 10.1007/s00607-005-0124-4