Systems and methods for low-rank matrix approximation

摘要

Systems and methods may identify at least a first set of right singular vectors and a first set of singular values of a subset of the matrix, reduce the subset by an amount of energy of a selected data entry of the subset based on the first set of right singular vectors and the first set of singular values, incorporate a new data entry from the matrix into the subset, update the first set of right singular vectors and the first set of singular values of the subset based on the new data entry by a singular value decomposition (SVD) update, and generate the low-rank approximation of the matrix based on the updated first set of right singular vectors and the updated first set of singular values.