Block Updating/Downdating Algorithms for Regularised Least Squares Problems and Applications to Linear Discriminant Analysis

DOI10.4208/eajam.171219.220220OpenAlexW3049609987MaRDI QIDQ4986622

Weitai Liang, Hua Dai, Wei Wei

Publication date: 27 April 2021

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/eajam.171219.220220

zbMATH Keywords

linear discriminant analysisblock downdatingblock updatingeconomical \(QR\) decompositionregularised least squares problem

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Cites Work

• Unnamed Item
• Analysis of a recursive least squares hyperbolic rotation algorithm for signal processing
• The block Lanczos algorithm for linear ill-posed problems
• Reorthogonalized block classical Gram-Schmidt
• Block Gram-Schmidt downdating
• Improved Gram-Schmidt type downdating methods
• Cholesky Factor Updating Techniques for Rank 2 Matrix Modifications

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