ABSTRACT
A truncated ULV decomposition (TULVD) of an m × n matrix A of rank k is a decomposition of the form A = U 1 L V 1 T + E https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9780429076893/758c34ac-b572-4988-b7a6-5484e7610c53/content/eq186.tif"/> , where U 1 and V 1 are left orthogonal matrices, L is a lower triangular matrix and Ε is an error matrix. We present an updating algorithm of order Ο (nk) that reveals the rank correctly and produces good approximation to the subspaces of the matrix A.
