Restructures incremental SVD to batch updates, proving exact-arithmetic equivalence, a sharpened sqrt(n) tol truncation bound, and orthogonality loss independent of stream length n under a probabilistic rounding model.
Brand , Incremental singular value decomposition of uncertain data with missing values , in European Conference on Computer Vision, Springer, 2002, pp
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An Improved Incremental Singular Value Decomposition and New Error Bounds
Restructures incremental SVD to batch updates, proving exact-arithmetic equivalence, a sharpened sqrt(n) tol truncation bound, and orthogonality loss independent of stream length n under a probabilistic rounding model.