Fast QR factorization of low-rank changes of Vandermonde-like matrices (Q1294068)
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scientific article; zbMATH DE number 1310852
| Language | Label | Description | Also known as |
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| English | Fast QR factorization of low-rank changes of Vandermonde-like matrices |
scientific article; zbMATH DE number 1310852 |
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Fast QR factorization of low-rank changes of Vandermonde-like matrices (English)
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11 January 2000
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Matrices that are close to Vandermonde matrices arise for example in the Remez algorithm and in least-squares problems. Starting from \textit{L. Reichel's} algorithm for Vandermonde matrices [SIAM J. Matrix Anal. Appl. 12, No.~3, 552--564 (1991; Zbl 0739.65024)] an inverse QR factorization is presented. Special care is taken of an efficient storage. The connection with Lanczos type methods is discussed.
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inverse QR factorization
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Vandermonde matrices
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Remez algorithm
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least-squares problems
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Lanczos-type methods
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