Projection techniques to update the truncated SVD of evolving matrices with applications

Vasileios Kalantzis, Georgios Kollias, Shashanka Ubaru, Athanasios N. Nikolakopoulos, Lior Horesh, Kenneth L. Clarkson

Abstract: This submission considers the problem of updating the rank-$k$ truncated Singular Value Decomposition (SVD) of matrices subject to the addition of new rows and/or columns over time. Such matrix pro...