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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
272
F. Vanpoucke et al.
/' in
/__I_L-~ /'__I_E-~ / X out
/ /" i
1
/
,"
out
~' ...,"1~ '
/'1~ /
z~"'
i
(r-a~ /, ''-ff
./~-~ L
Xl x2 x3 x4
2•qut
3
= QilJ T .
in]
xi
in
zj
Figure 2" SFG of the factored orthogonal matrix-vector multiplication (M = 4).
3 UPDATING THE ANGLES
In step 3 of Algorithm 1, the
V[k_l] matrix
is post-multiplied by a sequence of M- 1 Givens
9 ili+x ,~ilj
rotations r . In this section we present an
O(M 2)
method to update the angles ~'[k-1]
directly, without explicit computation of the V-matrix.
The updating matrix 1 (~ is the product of rotations on neighboring
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Publisher Resources

ISBN: 9780444821072