A Block Incremental Algorithm for Computing Dominant Singular Subspaces

• Other Authors: Baker, Christopher Grover (authoraut)
• Format: Others
• Language: English; English
• Published: Florida State University
• Subjects: Computer science; Numerical analysis
• Online Access: http://purl.flvc.org/fsu/fd/FSU_migr_etd-0961

This thesis presents and evaluates a generic algorithm for incrementally computing the dominant singular subspaces of a matrix. The relationship between the generality of the results and the necessary computation is explored. The performance of this method, both numerical and computational, is discussed in terms of the algorithmic parameters, such as block size and acceptance threshhold. Bounds on the error are presented along with a posteriori approximations of these bounds. Finally, a group of methods are proposed which iteratively improve the accuracy of computed results and the quality of the bounds. === A Thesis submitted to the Department of Computer Science in partial fulfillment of the requirements for the degree of Master of Science. === Degree Awarded: Summer Semester, 2004. === Date of Defense: April 19, 2004. === Updating, Numerical Linear Algebra, Singular Value Decomposition, URV Factorization, Subspace Tracking === Includes bibliographical references. === Kyle Gallivan, Professor Directing Thesis; Anuj Srivastava, Committee Member; Robert van Engelen, Committee Member.