An Alternative Algorithm for a Sliding Window ULV Decomposition

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 modi...ed much faster than the SVD. When modi...ying the ULVD, the accurate computation of the subspaces is required in certain time varying applications in signal processing. In this paper we present an updating algorithm which is suitable for large scaled matrices of low rank and as e

• Type: Journal
• Year: 2006
• Where: COMPUTING
• Authors: H. Erbay, J. Barlow
• Keywords: COMPUTING 2006, Singular Value Decomposition, Two-sided Orthogonal Decompositions, ULV Decomposition