Block Downdating of Least Squares Solutions

DOI10.1137/S089547989223691XzbMath0808.65041OpenAlexW1983222003MaRDI QIDQ4305409

Haesun Park, Lars Eldén

Publication date: 16 March 1995

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

Full work available at URL: https://doi.org/10.1137/s089547989223691x

zbMATH Keywords

algorithmscondition numberleast squares problemQR factorizationLINPACKcorrected seminormal equationsblock updating

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (6)

Perturbation and error analyses for block downdating of a Cholesky decomposition ⋮ High performance algorithms for Toeplitz and block Toeplitz matrices ⋮ A fast randomized algorithm for computing an approximate null space ⋮ Modified Gram-Schmidt-based methods for block downdating the Cholesky factorization ⋮ Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations ⋮ Efficient algorithms for block downdating of least squares solutions

Uses Software

• LINPACK

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