Type of Document	Thesis
Author	Baker, Christopher Grover
Author's Email Address	cbaker@csit.fsu.edu
URN	etd-07092004-112451
Title	A Block Incremental Algorithm for Computing Dominant Singular Subspaces
Degree	Master of Science
Department	Computer Science, Department of
Advisory Committee	Advisor Name Title Kyle Gallivan Committee Chair Anuj Srivastava Committee Member Robert van Engelen Committee Member
Keywords	Updating Numerical Linear Algebra Singular Value Decomposition URV Factorization Subspace Tracking
Date of Defense	2004-04-19
Availability	unrestricted
Abstract 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.
Files	Filename       Size       Approximate Download Time (Hours:Minutes:Seconds)     28.8 Modem   56K Modem   ISDN (64 Kb)   ISDN (128 Kb)   Higher-speed Access    BakerCThesis.pdf 828.81 Kb 00:03:50 00:01:58 00:01:43 00:00:51 00:00:04