A singular value decomposition updating algorithm for subspace tracking

The spectral decomposition of a symmetric matrix A with small off-diagonal and distinct diagonal elements can be approximated using a direct scheme of R. Davies and Modi (Linear Algebra Appl. 77 (1986) 61). In this paper a generalization of this method ...

Let A be an m n matrix with known singular value decomposition. The computation of the singular value decomposition of a matrix is considered, where is obtained by appending a row or a column to A when m n or by deleting a row or a column ...

Let $A$ be a matrix with known singular values and left and/or right singular vectors, and let $A'$ be the matrix obtained by deleting a row from $A$. We present efficient and stable algorithms for computing the singular values and left and/or right ...