An Updating Algorithm forSubspace
نویسنده
چکیده
abstract In certain signal processing applications it is required to compute the null space of a matrix whose rows are samples of a signal with p components. The usual tool for doing this is the singular value decomposition. However, the singular value decomposition has the drawback that it requires O(p 3) operations to recompute when a new sample arrives. In this paper, we show that a diierent decomposition, called the URV, decomposition is equally eeective in exhibiting the null space and can be updated in O(p 2) time. The updating technique can be run on a linear array of p processors in O(p) time. ABSTRACT In certain signal processing applications it is required to compute the null space of a matrix whose rows are samples of a signal with p components. The usual tool for doing this is the singular value decomposition. However, the singular value decomposition has the drawback that it requires O(p 3) operations to recompute when a new sample arrives. In this paper, we show that a diierent decomposition, called the URV, decomposition is equally eeective in exhibiting the null space and can be updated in O(p 2) time. The updating technique can be run on a linear array of p processors in O(p) time.
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تاریخ انتشار 1992