Efficient algorithms for block downdating of least squares solutions

DOI10.1016/j.apnum.2003.11.009zbMath1053.65028OpenAlexW1973075878MaRDI QIDQ1826598

Erricos John Kontoghiorghes, Petko I. Yanev

Publication date: 6 August 2004

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2003.11.009

zbMATH Keywords

performancealgorithmsleast squaresQR decompositioncomplexitiesGivens rotationsHouseholder transformationsdowndating

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Complexity and performance of numerical algorithms (65Y20) Orthogonalization in numerical linear algebra (65F25)

Related Items

Computationally efficient methods for estimating the updated-observations SUR models ⋮ Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process

Uses Software

• LAPACK
• BLAS

Cites Work

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• Seemingly unrelated regression model with unequal size observations: Computational aspects
• Perturbation and error analyses for block downdating of a Cholesky decomposition
• Block Downdating of Least Squares Solutions
• Methods for Modifying Matrix Factorizations
• SOLVING THE UPDATED AND DOWNDATED ORDINARY LINEAR MODEL ON MASSIVELY PARALLEL SIMD SYSTEMS
• Linear Model Selection by Cross-Validation
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• Parallel algorithms for linear models. Numerical methods and estimation problems