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@article{Strobach2000SquarerootQI, title={Square-root QR inverse iteration for tracking the minor subspace}, author={Peter Strobach}, journal={IEEE Trans. Signal Processing}, year={2000}, volume={48}, pages={2994-2999} }

- Published in IEEE Trans. Signal Processing 2000
DOI:10.1109/78.875456

A new algorithm for tracking the eigenvectors associated with the smallest eigenvalues of an covariance matrix is introduced. The method is sequential inverse iteration based on a recursive square-root QR factor updating of the covariance matrix with ( 2 ) operations per time update. The principal operations count of this new tracker is justified by a significantly better performance compared with the recently introduced fast ( ) minor subspace tracker of Douglaset al..