An Alternative Algorithm for the Refinement of ULV Decompositions

@article{Barlow2005AnAA,
title={An Alternative Algorithm for the Refinement of ULV Decompositions},
author={Jesse L. Barlow and Hasan Erbay and Ivan Slapnicar},
journal={SIAM J. Matrix Analysis Applications},
year={2005},
volume={27},
pages={198-211}
}

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). It is useful in applications of the SVD such as principal components where we are interested in approximating a matrix by one of lower rank. It can be updated and downdated much more quickly than an SVD. In many instances, the ULVD must be refined to improve the approximation it gives for the important right singular… CONTINUE READING