Sliding window adaptive SVD using the unsymmetric householder partial compressor

A fast algorithm for tracking the rank-rr SVD-approximant Q(t)P(t)UT(t)Q(t)P(t)UT(t) of a sliding window data matrix X(t)X(t) of dimension L×NL×N is introduced, where P(t)P(t) is a square-root power matrix of dimension r×rr×r with r