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Updating the PSVD of this matrix is much more efficient than recalculating it after each change.
It is shown that these problems are closely related to a traveling-salesman problem with a special cost matrix.
Proceedings ArticleDOI
Jeremiah Willcock, Andrew Lumsdaine 
28 Jun 2006
127 Citations
The efficiency of the compression algorithm allows its cost to be easily amortized across repeated matrix-vector products.
We further demonstrate the usefulness of these projections by incorporating them into existing black-box matrix algorithms to derive improved bounds for the cost of several matrix problems.

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