Efficient algorithms for block downdating of least squares solutions

DOI10.1016/J.APNUM.2003.11.009MaRDI QIDQ1826598zbMATH OpenOpenAlexFDO

Authors Petko I. Yanev, Erricos J. Kontoghiorghes

Publication date 6 August 2004

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apnum.2003.11.009

zbMATH Keywords

performancealgorithmsleast squaresQR decompositionGivens rotationsdowndatingHouseholder transformationscomplexities

Mathematics Subject Classification ID

Complexity and performance of numerical algorithms (65Y20) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Orthogonalization in numerical linear algebra (65F25)

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Cites work

• scientific article; zbMATH DE number 4215266 (Why is no real title available?)
• scientific article; zbMATH DE number 3753890 (Why is no real title available?)
• scientific article; zbMATH DE number 781814 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• A comparative study of algorithms for solving seemingly unrelated regressions models
• An algorithm to estimate time-varying parameter SURE models under different types of restriction
• Block Downdating of Least Squares Solutions
• Computational methods for modifying seemingly unrelated regressions models.
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• Linear Model Selection by Cross-Validation
• Methods for Modifying Matrix Factorizations
• Parallel algorithms for linear models. Numerical methods and estimation problems
• Perturbation and error analyses for block downdating of a Cholesky decomposition
• Rank-k modification methods for recursive least squares problems
• SOLVING THE UPDATED AND DOWNDATED ORDINARY LINEAR MODEL ON MASSIVELY PARALLEL SIMD SYSTEMS
• Seemingly unrelated regression model with unequal size observations: Computational aspects

Cited in

(6)

• Block Gram-Schmidt downdating
• Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process
• Block implementation of a recursive least squares estimation algorithm
• Computationally efficient methods for estimating the updated-observations SUR models
• Block Downdating of Least Squares Solutions
• Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations

Describes a project that uses

Uses Software

• BLAS
• LAPACK

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