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Results tagged with matrices
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user 76501
Questions where the notion matrix has an important or crucial role (for the latter, note the tag matrix-theory for potential use). Matrices appear in various parts of mathematics, and this tag is typically combined with other tags to make the general subject clear, such as an appropriate top-level tag ra.rings-and-algebras, co.combinatorics, etc. and other tags that might be applicable. There are also several more specialized tags concerning matrices.
9
votes
1
answer
2k
views
Efficient SVD of a matrix without some of the columns
I have a matrix $A \in \mathbb{R}^{p \times q}$ of rank $r$ and its SVD decomposition, i.e,
$$
A = U S V^\top,
$$
where $U \in \mathbb{R}^{p \times r}$ and $V \in \mathbb{R}^{q \times r}$ are orthonor …
- 341
5
votes
Accepted
Efficient SVD of a matrix without some of the columns
After some research, I managed to find a reasonable answer. The operation is called updating (in case of adding new columns to the original matrix) or donwdating (in case of removing) of the SVD. Full …
- 341