Stable chasing algorithms for modifying complete and partial singular value decompositions
Jesse L. Barlow, Hongyuan Zha, Peter A. Yoon · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 1993
Methods for updating and downdating singular value decompositions (SVDs) and partially reduced bidiagonal forms (partial SVDs) are introduced. The methods are based upon chasing procedures for updating the SVD and downdating procedures for orthogonal decompositions. The main feature of these methods is the ability to separate the singular values into `large' and `small' sets and then obtain an updated bidiagonal form with corresponding `large' and `small' columns. This makes for a more accurate update or dosndate.