
SVD AND SIGNAL PROCESSING, III
Algorithms, Architectures and Applications
M. Moonen and B. De Moor (Editors)
9 1995 Elsevier Science B.V. All rights reserved.
227
SPHERICALIZED SVD UPDATING FOR SUBSPACE TRACKING
E.M. DOWLING, R.D. DEGROAT, D.A. LINEBARGER, H. YE
University of Texas at Dallas, EC33
P.O. Box 830688
Richardson, TX 75083-0688
U.S.A.
emd@utdallas.edu
ABSTRACT. In this paper we study a low complexity square root algorithm that tracks the
dominant or subdominant singular subspace associated with time-varying data matrices.
The algorithm complexity is
O(nr)
where n is the data dimension and r the tracked ...