On updating the singular value decomposition

Chang Wan Jeon; Hyoung Joong Kim; Jang Gyu Lee

On updating the singular value decomposition

Chang Wan Jeon^*, Hyoung Joong Kim, Jang Gyu Lee

^*Corresponding author for this work

Research output: Contribution to conference › Paper › peer-review

Abstract

In this paper, a new technique for updating the SVD is described. It starts from the fact that the SVD can be reduced to a corresponding symmetric eigenvalue problem and utilizes an efficient eigensystem solver, called the GMRQI-JKL, to update the SVD. Based on the updating technique, a parallel and recursive total least squares algorithm (PRTLS) for solving a time variant TLS problem is proposed. Some numerical examples are given to confirm the performance of the algorithms.

Original language	English
Pages	675-678
Number of pages	4
Publication status	Published - 1996
Event	Proceedings of the 1996 International Conference on Communication Technology Proceedings, ICCT'96. Part 2 (of 2) - Beijing, China Duration: 1996 May 5 → 1996 May 7

Other

Other	Proceedings of the 1996 International Conference on Communication Technology Proceedings, ICCT'96. Part 2 (of 2)
City	Beijing, China
Period	96/5/5 → 96/5/7

ASJC Scopus subject areas

Computer Networks and Communications
Electrical and Electronic Engineering

Cite this

@conference{5fa92f19db54472eb29fda1f0d486b15,

title = "On updating the singular value decomposition",

abstract = "In this paper, a new technique for updating the SVD is described. It starts from the fact that the SVD can be reduced to a corresponding symmetric eigenvalue problem and utilizes an efficient eigensystem solver, called the GMRQI-JKL, to update the SVD. Based on the updating technique, a parallel and recursive total least squares algorithm (PRTLS) for solving a time variant TLS problem is proposed. Some numerical examples are given to confirm the performance of the algorithms.",

author = "Jeon, \{Chang Wan\} and Kim, \{Hyoung Joong\} and Lee, \{Jang Gyu\}",

year = "1996",

language = "English",

pages = "675--678",

note = "Proceedings of the 1996 International Conference on Communication Technology Proceedings, ICCT'96. Part 2 (of 2) ; Conference date: 05-05-1996 Through 07-05-1996",

}

TY - CONF

T1 - On updating the singular value decomposition

AU - Jeon, Chang Wan

AU - Kim, Hyoung Joong

AU - Lee, Jang Gyu

PY - 1996

Y1 - 1996

N2 - In this paper, a new technique for updating the SVD is described. It starts from the fact that the SVD can be reduced to a corresponding symmetric eigenvalue problem and utilizes an efficient eigensystem solver, called the GMRQI-JKL, to update the SVD. Based on the updating technique, a parallel and recursive total least squares algorithm (PRTLS) for solving a time variant TLS problem is proposed. Some numerical examples are given to confirm the performance of the algorithms.

AB - In this paper, a new technique for updating the SVD is described. It starts from the fact that the SVD can be reduced to a corresponding symmetric eigenvalue problem and utilizes an efficient eigensystem solver, called the GMRQI-JKL, to update the SVD. Based on the updating technique, a parallel and recursive total least squares algorithm (PRTLS) for solving a time variant TLS problem is proposed. Some numerical examples are given to confirm the performance of the algorithms.

UR - https://www.scopus.com/pages/publications/0029707745

M3 - Paper

AN - SCOPUS:0029707745

SP - 675

EP - 678

T2 - Proceedings of the 1996 International Conference on Communication Technology Proceedings, ICCT'96. Part 2 (of 2)

Y2 - 5 May 1996 through 7 May 1996

ER -

On updating the singular value decomposition

Abstract

Other

ASJC Scopus subject areas

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