On updating the singular value decomposition

Chang Wan Jeon, Hyoung Joong Kim, Jang Gyu Lee

Research output: Contribution to conferencePaperpeer-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 languageEnglish
Pages675-678
Number of pages4
Publication statusPublished - 1996
Externally publishedYes
EventProceedings of the 1996 International Conference on Communication Technology Proceedings, ICCT'96. Part 2 (of 2) - Beijing, China
Duration: 1996 May 51996 May 7

Other

OtherProceedings of the 1996 International Conference on Communication Technology Proceedings, ICCT'96. Part 2 (of 2)
CityBeijing, China
Period96/5/596/5/7

ASJC Scopus subject areas

  • Computer Networks and Communications
  • Electrical and Electronic Engineering

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