Efficient algorithms for block downdating of least squares solutions
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Five computationally efficient algorithms for solving least squares problems, which use block versions of Givens rotations are given. The complexities of the algorithms are derived and analyzed. The performance of the implementations confirms the theoretical results.
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Cited in
(6)- Block Gram-Schmidt downdating
- Computationally efficient methods for estimating the updated-observations SUR models
- Block implementation of a recursive least squares estimation algorithm
- Block Downdating of Least Squares Solutions
- Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations
- Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process
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