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TW 393
Nicola Mastronardi, Marc Van Barel, and Raf Vandebril
A note on the recursive calculation of dominant singular subspaces
Abstract
A recursive procedure for computing an approximation of the left and right dominant singular subspaces of a given matrix is proposed in [Chahloui, Gallivan and Van Dooren, 2004]. The method is particularly suited for matrices with many more rows than columns. The procedure consists of a few steps. In one of these steps a Householder transformation is multiplied to an upper triangular matrix. The following step consists in recomputing an upper triangular matrix from the latter product. In [Chahloui, Gallivan and Van Dooren, 2004] it is said that the latter step is accomplished in O(k3) operations, where k is the order of the triangular matrix. In this short note we show that this step can be accomplished in O(k2) operations.
report.pdf (100K) / mailto: M. Van Barel