An efficient LDU algorithm for the minimal least squares solution of linear systems

DOI10.1016/j.cam.2018.05.037zbMath1398.65034OpenAlexW2803471225WikidataQ129765030 ScholiaQ129765030MaRDI QIDQ724517

G. Urkullu, V. García-Marina, M. Abasolo, I. Fernández de Bustos

Publication date: 26 July 2018

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2018.05.037

zbMATH Keywords

singular value decompositionminimum linear least squaresnull subspaces

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Direct numerical methods for linear systems and matrix inversion (65F05) Software, source code, etc. for problems pertaining to linear algebra (15-04) Software, source code, etc. for problems pertaining to numerical analysis (65-04)

Uses Software

• MersenneTwister

Cites Work

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• Fehleranalyse für die Gauß-Elimination zur Berechnung der Lösung minimaler Länge
• LU Factorization with Panel Rank Revealing Pivoting and Its Communication Avoiding Version
• Rectangular full packed format for cholesky's algorithm
• A Note on the Generation of Random Normal Deviates
• The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators
• Mersenne twister
• Complete Orthogonal Decomposition for Weighted Least Squares
• Stability of block LU factorization
• The least squares problem and pseudo-inverses

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