The patent badge is an abbreviated version of the USPTO patent document. The patent badge does contain a link to the full patent document.

The patent badge is an abbreviated version of the USPTO patent document. The patent badge covers the following: Patent number, Date patent was issued, Date patent was filed, Title of the patent, Applicant, Inventor, Assignee, Attorney firm, Primary examiner, Assistant examiner, CPCs, and Abstract. The patent badge does contain a link to the full patent document (in Adobe Acrobat format, aka pdf). To download or print any patent click here.

Date of Patent:
Apr. 26, 2022

Filed:

Oct. 19, 2021
Applicant:

Sas Institute Inc., Cary, NC (US);

Inventors:

Hansi Jiang, Cary, NC (US);

Arin Chaudhuri, Raleigh, NC (US);

Assignee:

SAS Institute Inc., Cary, NC (US);

Attorney:
Primary Examiner:
Int. Cl.
CPC ...
G06F 17/16 (2006.01);
U.S. Cl.
CPC ...
G06F 17/16 (2013.01);
Abstract

A singular value decomposition (SVD) is computed of a first matrix to define a left matrix, a diagonal matrix, and a right matrix. The left matrix, the diagonal matrix, and the right matrix are updated using an arrowhead matrix structure defined from the diagonal matrix and by adding a next observation vector to a last row of the first matrix. The updated left matrix, the updated diagonal matrix, and the updated right matrix are updated using a diagonal-plus-rank-one (DPR1) matrix structure defined from the updated diagonal matrix and by removing an observation vector from a first row of the first matrix. Eigenpairs of the DPR1 matrix are computed based on whether a value computed from the updated left matrix is positive or negative. The left matrix updated in (C), the diagonal matrix updated in (C), and the right matrix updated in (C) are output.


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