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Downdating the Singular Value Decomposition

Published: 01 July 1995 Publication History

Abstract

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 singular vectors of $A'$. We also show that the problem of computing the singular values of $A'$ is well conditioned when the left singular vectors of $A$ are given, but can be ill conditioned when they are not. Our algorithms reduce the problem to computing the eigendecomposition or singular value decomposition of a matrix that has a simple structure, and solve the reduced problem via finding the roots of a secular equation. Previous algorithms of this type can be unstable and always solve the ill-conditioned problem.

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cover image SIAM Journal on Matrix Analysis and Applications
SIAM Journal on Matrix Analysis and Applications  Volume 16, Issue 3
July 1995
345 pages
ISSN:0895-4798
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Society for Industrial and Applied Mathematics

United States

Publication History

Published: 01 July 1995

Author Tags

  1. downdating
  2. secular equation
  3. singular value decomposition

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  • (2014)A fast and stable algorithm for downdating the singular value decompositionComputers & Mathematics with Applications10.1016/j.camwa.2014.09.00868:10(1421-1430)Online publication date: 1-Nov-2014
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  • (1998)An efficient rank detection procedure for modifying the ULV decompositionBIT10.1007/BF0251041438:4(781-801)Online publication date: 1-Dec-1998
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