On the efficient update of the Singular Value Decomposition
Peter Stange · PAMM · 2008
Abstract We introduce a new method for updating the singular value decomposition subject to a rank–one modification. Using the secular equation and exploiting arising matrix structures our algorithm has a computational complexity of O(n2log2n). (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)