Description: Given the thin SVD of a matrix (X=USV ), update it in a number of interesting ways, while preserving the rank of the result.
svd_update.m- update the SVD to be [X+ A *B]=Up*Sp*Vp (a general matrix update).
addblock_svd_update.m- update the SVD to be [X A] = Up*Sp*Vp (add columns [ie, new data points])
rank_one_svd_update.m- update the SVD to be [X+ a*b ] = Up*Sp*Vp (that is, a general rank-one update. This can be used to add columns, zero columns, change columns, recenter the matrix, etc. ).
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Incremental SVD updates\addblock_svd_update.m
.......................\rank_one_svd_update.m
.......................\svd_update.m
Incremental SVD updates
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