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Proceedings Paper

Modified Gram-Schmidt-based downdating technique for ULV decompositions with applications to recursive TLS problems
Author(s): Jesse L. Barlow; Hasan Erbay; Zhenyue Zhang
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Paper Abstract

The ULV decomposition (ULVD) is an important member of a class of rank-revealing two-sided orthogonal decompositions used to approximate the singular value decomposition (SVD). The ULVD can be updated and downdated much faster than the SVD, hence its utility in the solution of recursive total least squares (TLS) problems. However, the robust implementation of ULVD after the addition and deletion of rows (called updating and downdating respectively) is not altogether straightforward. When updating or downdating the ULVD, the accurate computation of the subspaces necessary to solve the TLS problem is of great importance. In this paper, algorithms are given to compute simple parameters that can often show when good subspaces have been computed.

Paper Details

Date Published: 2 November 1999
PDF: 11 pages
Proc. SPIE 3807, Advanced Signal Processing Algorithms, Architectures, and Implementations IX, (2 November 1999); doi: 10.1117/12.367641
Show Author Affiliations
Jesse L. Barlow, The Pennsylvania State Univ. (United States)
Hasan Erbay, The Pennsylvania State Univ. (United States)
Zhenyue Zhang, Zhejiang Univ. (China)


Published in SPIE Proceedings Vol. 3807:
Advanced Signal Processing Algorithms, Architectures, and Implementations IX
Franklin T. Luk, Editor(s)

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