Block RLS using row Householder reflections

DOI10.1016/0024-3795(93)90464-YzbMath0781.65032MaRDI QIDQ1260781

Adam W. Bojanczyk, James G. Nagy, Robert J. Plemmons

Publication date: 25 August 1993

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

performancealgorithmsCholesky factorizationNumerical experimentsmatrix-matrix BLAS-3 computationsrecursive least squares problemsrow hyperbolic Householder reflections

Mathematics Subject Classification ID

Related Items (8)

Square-root Householder subspace tracking ⋮ The fast recursive row-Householder subspace tracking algorithm ⋮ Updating the principal angle decomposition ⋮ Block RLS using row Householder reflections ⋮ Inverse updating and downdating for weighted linear least squares using \(M\)-invariant reflections ⋮ Conference celebrating the 60th birthday of Robert J. Plemmons. Papers from the conference, Winston-Salem, NC, USA, January 1999 ⋮ Dedication to Robert J. Plemmons ⋮ Fast inverse Cholesky decomposition for rectangular Toeplitz-block matrix

Uses Software

• LAPACK

Cites Work

• Analysis of a recursive least squares hyperbolic rotation algorithm for signal processing
• Least squares modifications with inverse factorizations: Parallel implications
• Adaptive Lanczos methods for recursive condition estimation
• Block RLS using row Householder reflections
• Hyperbolic householder transformations
• A Storage-Efficient $WY$ Representation for Products of Householder Transformations
• Stability Analysis of a Householder-Based Algorithm for Downdating the Cholesky Factorization
• Fast Adaptive Condition Estimation
• Modification of the Householder Method Based on the Compact WY Representation
• Reorthogonalization and Stable Algorithms for Updating the Gram-Schmidt QR Factorization
• Perturbation Bounds for the $QR$ Factorization of a Matrix
• The Effects of Rounding Error on an Algorithm for Downdating a Cholesky Factorization
• Accurate Downdating of Least Squares Solutions
• Cholesky Factor Updating Techniques for Rank 2 Matrix Modifications
• Methods for Modifying Matrix Factorizations
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Block RLS using row Householder reflections