On the efficient update of the Singular Value Decomposition | Zendy

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On the efficient update of the Singular Value Decomposition

Author(s) -

Stange Peter

Publication year - 2008

Publication title -

pamm

Language(s) - English

Resource type - Journals

ISSN - 1617-7061

DOI - 10.1002/pamm.200810827

Subject(s) - singular value decomposition , decomposition , rank (graph theory) , value (mathematics) , matrix (chemical analysis) , mathematics , matrix decomposition , subject (documents) , singular value , algorithm , computer science , combinatorics , mathematical optimization , pure mathematics , statistics , chemistry , physics , eigenvalues and eigenvectors , organic chemistry , chromatography , quantum mechanics , library science

We introduce a new method for updating the singular value decomposition subject to a rank–one modification. Using the secular equation and exploiting arising matrix structures our algorithm has a computational complexity of O ( n 2 log 2 n ). (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)

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