84
Views
1
CrossRef citations to date
0
Altmetric
Section B

An algorithm for rank estimation and subspace tracking

&
Pages 1194-1203 | Received 20 Feb 2007, Accepted 01 Nov 2007, Published online: 17 Jun 2009
 

Abstract

This article presents an URV-based matrix decomposition, the truncated URV decomposition, and an updating algorithm for it. The complexity of the updating is for an m-by- n matrix of rank r. The theoretical and numerical results presented shows that the decomposition can be a good alternative to the singular value decomposition.

2000 AMS Subject Classification :

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.