2008
DOI: 10.1002/pamm.200810827
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On the efficient update of the Singular Value Decomposition

Abstract: We introduce a new method for updating the singular value decomposition subject to a rank–one modification. Using the secular equation and exploiting arising matrix structures our algorithm has a computational complexity of O(n2log2n). (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)

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Cited by 22 publications
(21 citation statements)
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“…Multiplying VC yields the right singular vectors ofWA. This can be done efficiently by exploiting the Cauchy structure iñ C [16]. The cost of this rank-one update is O(m 2 log 2 m).…”
Section: Efficient Learning For Image Stitchingmentioning
confidence: 99%
See 1 more Smart Citation
“…Multiplying VC yields the right singular vectors ofWA. This can be done efficiently by exploiting the Cauchy structure iñ C [16]. The cost of this rank-one update is O(m 2 log 2 m).…”
Section: Efficient Learning For Image Stitchingmentioning
confidence: 99%
“…can be done efficiently using secular equations [16]. Multiplying VC yields the right singular vectors ofWA.…”
Section: Efficient Learning For Image Stitchingmentioning
confidence: 99%
“…This is due to the fact that singular vectors are expressed through singular values as Theorem 1 states. There are no any other error measures in the papers [19] [23] [24] which are related to SVD update.…”
Section: Methodsmentioning
confidence: 99%
“…There are methods which utilize the previously computed SVD decomposition and use it to compute the SVD for an extended matrix [19], [23] [24]. Below, we summarize the theoretical considerations behind those methods.…”
Section: Svd Update Theorymentioning
confidence: 99%
“…Here, we work with the eigenvalue decomposition (EVD) square root. Denoting the full EVD of as , or alternatively as the triplet , the full EVD of can be found via a rank-1 update to the (scaled) EVD of [53], [54]. We denote this as , where is a rank-1 matrix.…”
Section: B Online Transform Learningmentioning
confidence: 99%