Fast Low-Rank Modifications of the Think Singular Value Decomposition

@inproceedings{Brand1937FastLM,
  title={Fast Low-Rank Modifications of the Think Singular Value Decomposition},
  author={Matthew Brand},
  year={1937}
}
  • Matthew Brand
  • Published 1937
This paper develops an identity for additive modifications of a singular value decomposition (SVD) to reflect updates, downdates, shifts, and edits of the data matrix. This sets the stage for fast and memory-efficient sequential algorithms for tracking singular values and subspaces. In conjunction with a fast solution for the pseudo-inverse of a submatrix of an orthogonal matrix, we develop a scheme for computing a thin SVD of streaming data in a single pass with linear time complexity: A rank… CONTINUE READING
Highly Influential
This paper has highly influenced 36 other papers. REVIEW HIGHLY INFLUENTIAL CITATIONS
Highly Cited
This paper has 309 citations. REVIEW CITATIONS
191 Citations
0 References
Similar Papers

Citations

Publications citing this paper.
Showing 1-10 of 191 extracted citations

310 Citations

0204060'08'11'14'17
Citations per Year
Semantic Scholar estimates that this publication has 310 citations based on the available data.

See our FAQ for additional information.

Similar Papers

Loading similar papers…