Block RLS using row Householder reflections

DOI10.1016/0024-3795(93)90464-YMaRDI QIDQ1260781zbMATH OpenFDO

Authors Adam W. Bojanczyk, James G. Nagy, Robert J. Plemmons

Publication date 25 August 1993

Published in Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

performancealgorithmsCholesky factorizationNumerical experimentsmatrix-matrix BLAS-3 computationsrecursive least squares problemsrow hyperbolic Householder reflections

Mathematics Subject Classification ID

Complexity and performance of numerical algorithms (65Y20)

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Cites work

• scientific article; zbMATH DE number 4213315 (Why is no real title available?)
• scientific article; zbMATH DE number 4215266 (Why is no real title available?)
• scientific article; zbMATH DE number 43706 (Why is no real title available?)
• scientific article; zbMATH DE number 781814 (Why is no real title available?)
• A Storage-Efficient $WY$ Representation for Products of Householder Transformations
• Accurate Downdating of Least Squares Solutions
• Adaptive Lanczos methods for recursive condition estimation
• Analysis of a recursive least squares hyperbolic rotation algorithm for signal processing
• Block RLS using row Householder reflections
• Cholesky Factor Updating Techniques for Rank 2 Matrix Modifications
• Fast Adaptive Condition Estimation
• Hyperbolic householder transformations
• Least squares modifications with inverse factorizations: Parallel implications
• Methods for Modifying Matrix Factorizations
• Modification of the Householder Method Based on the Compact WY Representation
• Perturbation Bounds for the $QR$ Factorization of a Matrix
• Reorthogonalization and Stable Algorithms for Updating the Gram-Schmidt QR Factorization
• Stability Analysis of a Householder-Based Algorithm for Downdating the Cholesky Factorization
• The Effects of Rounding Error on an Algorithm for Downdating a Cholesky Factorization

Cited in

(10)

• scientific article; zbMATH DE number 800018 (Why is no real title available?)
• Square-root Householder subspace tracking
• Inverse updating and downdating for weighted linear least squares using \(M\)-invariant reflections
• The fast recursive row-Householder subspace tracking algorithm
• Fast inverse Cholesky decomposition for rectangular Toeplitz-block matrix
• Conference celebrating the 60th birthday of Robert J. Plemmons. Papers from the conference, Winston-Salem, NC, USA, January 1999
• Updating the principal angle decomposition
• Block RLS using row Householder reflections
• Dedication to Robert J. Plemmons
• A vectorized systolic array for parallel weight extraction of block RLS

Describes a project that uses

Uses Software

• LAPACK

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