Implicit QR factorization of a product of three matrices (Q805148)
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scientific article; zbMATH DE number 4203577
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implicit QR factorization of a product of three matrices |
scientific article; zbMATH DE number 4203577 |
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Implicit QR factorization of a product of three matrices (English)
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1991
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The paper extends the method of \textit{C. Paige} [Reliable numerical computation, Proc. Conf. in Honour of J. H. Wilkinson, Teddington/UK, 73- 91 (1990; Zbl 0721.65013)] concerning the (generalized) QR factorization of two matrices to the case of three or more matrices. The method is used to compute both the generalized and the restricted total least squares solutions of linear equations, and to reduce the computational work.
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QR factorization
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least squares solutions
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