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AlexGrig / svd_update

In this repository there are code for updating SVD decomposition. Updating means recomputing SVD faster when adding new column (or row).
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Rank 1 perturbation #3

Open ConstantinPuiu opened 3 years ago

ConstantinPuiu commented 3 years ago

Hello, can your code (efficiently) deal with rank-1 perturbations as well, or just the addition of new rows/columns?

AlexGrig commented 3 years ago

Hi, Constantin I, myself, dealt with the addition of rows/columns. However, addition can be considered as adding a zero column and then perturbating it. I would guess that you can reuse the code with small modifications