Accurate downdating of a modified Gram-Schmidt QR decomposition

DOI10.1007/BF01740553zbMath0848.65014MaRDI QIDQ1913594

Haesun Park, Kyeongah Yoo

Publication date: 3 November 1996

Published in: BIT (Search for Journal in Brave)

zbMATH Keywords

algorithmnumerical testsill-conditioned problemsdowndatingGram-Schmidt down-dating algorithmHouseholder QR decomposition

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (5)

A modified Gram--Schmidt-based downdating technique for ULV decompositions with applications to recursive TLS problems ⋮ Modified Gram-Schmidt-based methods for block downdating the Cholesky factorization ⋮ Reorthogonalization for the Golub-Kahan-Lanczos bidiagonal reduction ⋮ Modifiable low-rank approximation to a matrix ⋮ Improved Gram-Schmidt type downdating methods

Cites Work

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• Analysis of a recursive least squares hyperbolic rotation algorithm for signal processing
• Error Analysis of Some Techniques for Updating Orthogonal Decompositions
• Loss and Recapture of Orthogonality in the Modified Gram–Schmidt Algorithm
• Reorthogonalization and Stable Algorithms for Updating the Gram-Schmidt QR Factorization
• Fast Plane Rotations with Dynamic Scaling
• Accurate Downdating of Least Squares Solutions
• Algorithm 686: FORTRAN subroutines for updating the QR decomposition
• Methods for Modifying Matrix Factorizations
• Optimal backward perturbation bounds for the linear least squares problem
• Solving linear least squares problems by Gram-Schmidt orthogonalization

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