Accurate Downdating of Least Squares Solutions

DOI10.1137/S089547989222895XzbMath0811.65034MaRDI QIDQ4292684

Åke Björck, Haesun Park, Lars Eldén

Publication date: 7 May 1995

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

algorithmsnumerical testsupdatingleast squares problemsiterative refinement\(QR\) factorizationdowndating\(QR\) decompositioncorrected seminormal equations

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Related Items

Multiplicative perturbation bounds for the block Cholesky downdating problem ⋮ Two-way bidiagonalization scheme for downdating the singular-value decomposition ⋮ Sensitivity analysis for the generalized Cholesky block downdating problem ⋮ An algorithm and stability theory for downdating the ULV decomposition ⋮ Accurate downdating of a modified Gram-Schmidt QR decomposition ⋮ Perturbation and error analyses for block downdating of a Cholesky decomposition ⋮ Updating QR factorization procedure for solution of linear least squares problem with equality constraints ⋮ Modified Gram-Schmidt-based methods for block downdating the Cholesky factorization ⋮ Multiplicative perturbation analysis for the generalized Cholesky block downdating problem ⋮ A new stable bidiagonal reduction algorithm ⋮ Block RLS using row Householder reflections ⋮ An efficient rank detection procedure for modifying the ULV decomposition ⋮ Sensitivity analysis for the block Cholesky downdating problem

Uses Software

• LINPACK