Two-way bidiagonalization scheme for downdating the singular-value decomposition
Downdating of a matrix means the deletion of an existing row of this matrix. It is shown that the problem of downdating a row in the singular value decomposition of a matrix can be transformed into a problem of bidiagonalizing a diagonal matrix bordered by a column and then diagonalizing this bidiagonal matrix. For the bidiagonalization of a rank-\(r\) matrix a two-way chasing scheme is proposed. Using this method the computation time is reduced by nearly 50\% for large \(r\) compared to one-way chasing schemes.
scientific article; zbMATH DE number 778233