Self-scaling fast rotations for stiff and equality-constrained linear least squares problems (Q1908193)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-scaling fast rotations for stiff and equality-constrained linear least squares problems |
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Self-scaling fast rotations for stiff and equality-constrained linear least squares problems (English)
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20 March 1996
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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.
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algorithms
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self-scaling fast plane rotations
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\(QR\) decomposition
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stiff least squares problems
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Givens-rotation-based algorithm
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Householder method
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