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.
Hwang, Cauchy’s interlace theorem for eigenvalues of Hermitian matrices, Amer
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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.