论文标题
投影技术以更新不断发展的矩阵的截断SVD
Projection techniques to update the truncated SVD of evolving matrices
论文作者
论文摘要
本文考虑了更新矩阵的矩阵的排名截断值分解(SVD)的问题,但会随着时间的推移增加新行和/或列。这种矩阵问题代表了在潜在语义索引和推荐系统等应用中的重要计算内核。尽管如此,提议的框架纯粹是代数,并且针对一般更新问题。本文提出的算法采用了投影视图,并着重于构建一对子空间,该子空间近似于更新的矩阵所需的单数向量的线性跨度。我们讨论并分析了两种不同的选择以形成投影子空间。来自实际应用的矩阵的结果表明,所提出的算法可以提高准确性,尤其是对于与最大模量奇异值相关的单数三联体。还讨论了几个实用的细节和关键差异。
This paper 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 problems represent an important computational kernel in applications such as Latent Semantic Indexing and Recommender Systems. Nonetheless, the proposed framework is purely algebraic and targets general updating problems. The algorithm presented in this paper undertakes a projection view-point and focuses on building a pair of subspaces which approximate the linear span of the sought singular vectors of the updated matrix. We discuss and analyze two different choices to form the projection subspaces. Results on matrices from real applications suggest that the proposed algorithm can lead to higher accuracy, especially for the singular triplets associated with the largest modulus singular values. Several practical details and key differences with other approaches are also discussed.