BHU and BGU update bidiagonal factorizations under low-rank streaming changes, with BGU achieving quadratic-time updates claimed to match SVD accuracy.
Brand, Fast low-rank modifications of the thin singular value decomposition , Linear Algebra and its Applications, 415 (2006), pp
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Fast and Accurate SVD-Type Updating in Streaming Data
BHU and BGU update bidiagonal factorizations under low-rank streaming changes, with BGU achieving quadratic-time updates claimed to match SVD accuracy.