Adaptive Condition Estimation for Rank-One Updates of QR Factorizations

DOI10.1137/0613077MaRDI QIDQ4021621zbMATH OpenOpenAlexWikidataFDO

Authors Gautam M. Shroff, Christian H. Bischof

Publication date 16 January 1993

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

Full work available at URL https://doi.org/10.1137/0613077

zbMATH Keywords

adaptive condition estimationcondition numbernumerical examplesQR-factorizationrank-one updates

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Numerical computation of matrix norms, conditioning, scaling (65F35)

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(4)

• Tracking the condition number for RLS in signal processing
• A block algorithm for computing rank-revealing QR factorizations
• An efficient total least squares algorithm based on a rank-revealing two- sided orthogonal decomposition
• Incremental Condition Estimation

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