A sparse counterpart of Reichel and Gragg's package QRUP (Q1044853)
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English | A sparse counterpart of Reichel and Gragg's package QRUP |
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A sparse counterpart of Reichel and Gragg's package QRUP (English)
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15 December 2009
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The authors deal with the problem of maintaining the triangular factor of a sparse QR factorization when columns are added and deleted and \(Q\) cannot be stored for sparsity reasons. In this respect they adapt the sparse direct methodology of \textit{Å. Björck} [Numer. Math. 54, No.~1, 19--32 (1988; Zbl 0659.65039)] and \textit{U. Oreborn} [A direct method for sparse nonnegative least squares problems, Lic. Thesis, Dept. Math., Linköping Univ. (1986)], without formatting \(A^T A\). The \texttt{Matlab} implementations presented in the paper use a suitable row and column numbering within a static triangular sparsity computed in advance.
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sparse orthogonalization
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Givens' rotations
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sparse QR factorization
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\texttt{Matlab}
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