A fast and stable algorithm for downdating the singular value decomposition

DOI10.1016/j.camwa.2014.09.008zbMath1367.65057OpenAlexW2050998046MaRDI QIDQ2363845

Guangquan Cheng, Li-Zhi Cheng, Jieyuan Zhang, Xiang-Ke Liao, Sheng-Guo Li

Publication date: 26 July 2017

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2014.09.008

zbMATH Keywords

numerical stabilityHSS matricesCauchy-like matricesdowndating SVD

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Complexity and performance of numerical algorithms (65Y20)

Cites Work

• Unnamed Item
• Pivoting and backward stability of fast algorithms for solving Cauchy linear equations
• On the existence and computation of rank-revealing LU factorizations
• Manifestations of the Schur complement
• An algorithm and stability theory for downdating the ULV decomposition
• An Accelerated Divide-and-Conquer Algorithm for the Bidiagonal SVD Problem
• Robust Approximate Cholesky Factorization of Rank-Structured Symmetric Positive Definite Matrices
• Fast algorithms for hierarchically semiseparable matrices
• A Singular Value Decomposition Updating Algorithm for Subspace Tracking
• Downdating the Latent Semantic Indexing Model for Conceptual Information Retrieval
• Stable and Efficient Algorithms for Structured Systems of Linear Equations
• Downdating the Singular Value Decomposition
• Fast Gaussian Elimination with Partial Pivoting for Matrices with Displacement Structure
• New Efficient and Robust HSS Cholesky Factorization of SPD Matrices
• A Fast $ULV$ Decomposition Solver for Hierarchically Semiseparable Representations
• Updating the singular value decomposition

This page was built for publication: A fast and stable algorithm for downdating the singular value decomposition