Implicit QR factorization of a product of three matrices

DOI10.1007/BF01931299MaRDI QIDQ805148zbMATH OpenFDO

Authors Hongyuan Zha

Publication date 1991

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01931299

zbMATH Keywords

least squares solutionsQR factorization

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Orthogonalization in numerical linear algebra (65F25)

Review text

The paper extends the method of \textit{C. Paige} [Reliable numerical computation, Proc. Conf. in Honour of J. H. Wilkinson, Teddington/UK, 73- 91 (1990; Zbl 0721.65013)] concerning the (generalized) QR factorization of two matrices to the case of three or more matrices. The method is used to compute both the generalized and the restricted total least squares solutions of linear equations, and to reduce the computational work.

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Cites work

• Analysis and Properties of the Generalized Total Least Squares Problem $AX \approx B$ When Some or All Columns in A are Subject to Error
• Fast Numerically Stable Computations for Generalized Linear Least Squares Problems
• Rang revealing QR factorizations
• Regularization and the General Gauss-Markov Linear Model
• The Restricted Total Least Squares Problem: Formulation, Algorithm, and Properties

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