Title :
On updating the singular value decomposition
Author :
Jeon, Chang Wan ; Kim, Hyoung Joong ; Lee, Jang Gyu
Author_Institution :
Dept. of Control & Instrum. Eng., Seoul Nat. Univ., South Korea
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
Keywords :
singular value decomposition; GMRQI-JKL; SVD updating; eigensystem solver; parallel recursive total least squares algorithm; singular value decomposition; symmetric eigenvalue problem; time variant TLS problem; Automatic control; Convergence; Eigenvalues and eigenfunctions; Instruments; Jacobian matrices; Least squares methods; Matrix decomposition; Network address translation; Singular value decomposition; Symmetric matrices;
Conference_Titel :
Communication Technology Proceedings, 1996. ICCT'96., 1996 International Conference on
Conference_Location :
Beijing
Print_ISBN :
0-7803-2916-3
DOI :
10.1109/ICCT.1996.544973
