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SVD and Signal Processing, III
book

SVD and Signal Processing, III

by M. Moonen, B. De Moor
March 1995
Intermediate to advanced content levelIntermediate to advanced
498 pages
23h 58m
English
Elsevier Science
Content preview from SVD and Signal Processing, III
136
P.C. Hansen and M. Hanke
from which we obtain the relation
zi = ~i BOA vi. (17)
Hence, xi can be computed from the corresponding
vi
by multiplication with B?A, which
can be performed by means of the algorithm from the previous section.
Notice that the vectors ui and
xi
for i = p+ 1,..., n cannot be determined by our Lanczos
algorithm. However, the spaces span{xp+i,..., xn} and span{up+i,..., un}--which may be
more important than the vectors--are spanned by the columns of the two matrices W and
A W, respectively. Moreover, the vector
9 o = ~
~Tb
~i,
i..---p+l
which is the component of the regularized ...
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Publisher Resources

ISBN: 9780444821072