Easily updatable approximate generalized singular value decomposition

Franklin T. Luk; Sanzheng Qiao

doi:10.1117/12.160457

1 November 1993 Easily updatable approximate generalized singular value decomposition

Franklin T. Luk, Sanzheng Qiao

Proceedings Volume 2027, Advanced Signal Processing Algorithms, Architectures, and Implementations IV; (1993) https://doi.org/10.1117/12.160457
Event: SPIE's 1993 International Symposium on Optics, Imaging, and Instrumentation, 1993, San Diego, CA, United States

Abstract

Despite its important signal processing applications, the generalized singular value decomposition (GSVD) is under-utilized due to the high updating cost. In this paper, we consider the noise subspace problem and introduce a new approximate GSVD that is easily amenable to updating.

Citation Download Citation

Franklin T. Luk and Sanzheng Qiao "Easily updatable approximate generalized singular value decomposition", Proc. SPIE 2027, Advanced Signal Processing Algorithms, Architectures, and Implementations IV, (1 November 1993); https://doi.org/10.1117/12.160457

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