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Downdating a Rank-Revealing URV Decomposition

dc.contributor.authorWu, Yuan-Jye Jasonen_US
dc.description.abstractAbstract. The rank-revealing URV decomposition is a useful tool for the subspace tracking problem in digital signal processing. Updating the decomposition is a stable process. However, downdating a rank-revealing URV decomposition could be unstable because the R factor is ill-conditioned. In this paper, we review some existing downdating algorithms for the full-rank URV decomposition in the absence of U and develop a new combined algorithm. We also show that the combined algorithm has relational stability. For the rank-revealing URV decomposition, we review a two-step method that applies full-rank downdating algorithms to the signal and noise parts separately. We compare several combinations of the full-rank algorithms and demonstrate good performance of our combined algorithm.en_US
dc.format.extent261940 bytes
dc.relation.ispartofseriesUM Computer Science Department; CS-TR-3518en_US
dc.titleDowndating a Rank-Revealing URV Decompositionen_US
dc.typeTechnical Reporten_US
dc.relation.isAvailableAtDigital Repository at the University of Marylanden_US
dc.relation.isAvailableAtUniversity of Maryland (College Park, Md.)en_US
dc.relation.isAvailableAtTech Reports in Computer Science and Engineeringen_US
dc.relation.isAvailableAtComputer Science Department Technical Reportsen_US

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