Self-scaling fast rotations for stiff and equality-constrained linear least squares problems (Q1908193)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Publication:1908193 |
scientific article; zbMATH DE number 847497
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Self-scaling fast rotations for stiff and equality-constrained linear least squares problems |
scientific article; zbMATH DE number 847497 |
Statements
Self-scaling fast rotations for stiff and equality-constrained linear least squares problems (English)
0 references
20 March 1996
0 references
Algorithms that apply self-scaling fast plane rotations to \(QR\) decomposition for stiff least squares problems are presented. These problems appear when an equality-constrained least squares problem is solved via extreme weighting of the constraint equations. The accuracy of the algorithm compares favorably with that of the Givens-rotation-based algorithm, while the Householder method may produce very sensitive results. This makes the fast plane rotation a method of choice for the \(QR\) decomposition, since it is also competitive in complexity with the Householder method.
0 references
algorithms
0 references
self-scaling fast plane rotations
0 references
\(QR\) decomposition
0 references
stiff least squares problems
0 references
Givens-rotation-based algorithm
0 references
Householder method
0 references
0 references
0 references
0 references
0 references
0 references
0.7611749172210693
0 references
0.7589424848556519
0 references
0.7552624940872192
0 references
