Updating a Generalized URV Decomposition

  • Authors:
  • Michael Stewart;Paul Van Dooren

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 2000

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Abstract

An updating scheme for a quotient type generalization of a URV decomposition of two matrices is introduced. This decomposition allows low complexity updating as rows are added to two rectangular matrices, determining the dimension of three distinct subspaces. One of these subspaces is the intersection of the range space of the two matrices---information which leads to a potential application in subspace algorithms for system identification.