Methods for Modifying Matrix Factorizations
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Cites work
- scientific article; zbMATH DE number 3523319 (Why is no real title available?)
- scientific article; zbMATH DE number 3331873 (Why is no real title available?)
- scientific article; zbMATH DE number 3363343 (Why is no real title available?)
- scientific article; zbMATH DE number 3408799 (Why is no real title available?)
- Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
- Least Squares Computations by Givens Transformations Without Square Roots
- Quasi-Newton Methods for Unconstrained Optimization
- The QR algorithm for real Hessenberg matrices
- The least squares problem and pseudo-inverses
- Triangular factors of modified matrices
Cited in
(only showing first 100 items - show all)- A quasi-Newton method with modification of one column per iteration
- Expectation propagation in linear regression models with spike-and-slab priors
- Tracking the condition number for RLS in signal processing
- A modification of the Dewilde-van der Veen method for inversion of finite structured matrices
- Personal report : Gene Howard Golub, 1932--2007
- An algorithm for hierarchical optimization of large-scale problems with nested structure
- Factorized Variable Metric Methods for Unconstrained Optimization
- Stability analysis of the method of seminormal equations for linear least squares problems
- Geometric adaptive Monte Carlo in random environment
- A physical interpretation of factorization and factor modification in structural analysis
- A perturbation analysis of the problem of downdating a Cholesky factorization
- A quasi-Newton method with sparse triple factorization for unconstrained minimization
- Perturbation and error analyses for block downdating of a Cholesky decomposition
- Obtaining simultaneous solutions of linear subsystems of inequalities and duals
- Numerical issues in computing the antitriangular factorization of symmetric indefinite matrices
- Error Analysis of Some Techniques for Updating Orthogonal Decompositions
- A computational method for the indefinite quadratic programming problem
- A modified layered-step interior-point algorithm for linear programming
- Fast Toeplitz orthogonalization
- Accurate downdating of a modified Gram-Schmidt QR decomposition
- An implementation of Milstein's method for general bounded diffusions
- An iterative working-set method for large-scale nonconvex quadratic programming
- A method for updating Cholesky factorization of a band matrix
- Block RLS using row Householder reflections
- Accuracy-enhancing methods for balancing-related frequency-weighted model and controller reduction.
- Newton-type methods for unconstrained and linearly constrained optimization
- Equivalence of some quadratic programming algorithms
- On a primal-dual Newton proximal method for convex quadratic programs
- A factorization with update procedures for a KKT matrix arising in direct optimal control
- Discrete, linear approximation problems in polyhedral norms
- Computational Experiments and Techniques for the Penalty Method with Extrapolation
- Unified approach to unconstrained minimization via basic matrix factorizations
- Analysis of a recursive least squares hyperbolic rotation algorithm for signal processing
- On estimating the condition of eigenvalues and eigenvectors
- A novel face-on-face contact method for nonlinear solid mechanics
- A total least squares method for Toeplitz systems of equations
- Adaptive Lanczos methods for recursive condition estimation
- Householder reflections versus Givens rotations in sparse orthogonal decomposition
- The computation of Lagrange-multiplier estimates for constrained minimization
- Incremental modelling for compositional data streams
- Accelerated mesh sampling for the hyper reduction of nonlinear computational models
- Direct Secant Updates of Matrix Factorizations
- A critical index algorithm for nearest point problems on simplicial cones
- Necessary and sufficient conditions for GMRES complete and partial stagnation
- Minimizing model fitting objectives that contain spurious local minima by bootstrap restarting
- Bayesian optimization package: PHYSBO
- Parameterized interpolation of passive systems
- Computational methods for modifying seemingly unrelated regressions models.
- Solving the minimal least squares problem subject to bounds on the variables
- A weighted gram-schmidt method for convex quadratic programming
- Partitioned quasi-Newton methods for nonlinear equality constrained optimization
- A geometric method in nonlinear programming
- Orthogonal Laurent polynomials on the unit circle and snake-shaped matrix factorizations
- Modifications and implementation of the ellipsoid algorithm for linear programming
- Limited-memory BFGS systems with diagonal updates
- A projective simplex algorithm using LU decomposition
- A reduced proximal-point homotopy method for large-scale non-convex BQP
- A note on Hammarling's algorithm for the discrete Lyapunov equation
- An algorithm and stability theory for downdating the ULV decomposition
- Efficient algorithms for block downdating of least squares solutions
- Pivoting techniques for symmetric Gaussian elimination
- Generation of orthogonal rational functions by procedures for structured matrices
- Fast QR factorization of Cauchy-like matrices
- Round-off error propagation in four generally-applicable, recursive, least-squares estimation schemes
- Perturbation scheme for online learning of features: Incremental principal component analysis
- Computational methods of linear algebra
- Parallel square-root statistical linear regression for inference in nonlinear state space models
- An equivalence between two algorithms for quadratic programming
- Linearly constrained optimization
- On QR factorization updatings
- Algebraic and numerical techniques for the computation of matrix determinants
- Updating LU Factorizations for Computing Stationary Distributions
- On the solution of some (parametric) linear complementarity problems with applications to portfolio selection, structural engineering and actuarial graduation
- A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming
- Parametric computation of minimum-cost flows with piecewise quadratic costs
- Least squares modifications with inverse factorizations: Parallel implications
- Algorithms for roundoff error analysis - a relative error approach
- A quasi-Newton method with Cholesky factorization
- Matrix augmentation and partitioning in the updating of the basis inverse
- Perturbation analysis for block downdating of the generalized Cholesky factorization
- Algorithm 1030: SC-SR1: MATLAB software for limited-memory SR1 trust-region methods
- A quasi-Gauss-Newton method for solving nonlinear algebraic equations
- Chebyshev solution of overdetermined systems of linear equations
- An alternative use of the Riccati recursion for efficient optimization
- A polynomial time constraint-reduced algorithm for semidefinite optimization problems
- An O(n^ 3L) primal interior point algorithm for convex quadratic programming
- On systolic arrays for updating the Cholesky factorization
- On incremental and robust subspace learning
- Quasi-Newton approaches to interior point methods for quadratic problems
- A geometric approach to subspace updates and orthogonal matrix decompositions under rank-one modifications
- A direct method for sparse least squares problems with lower and upper bounds
- Parallel quasi-Newton methods for unconstrained optimization
- GMRES and the Arioli, Pták, and Strakoš parametrization
- A dual projective simplex method for linear programming
- Limited-memory BFGS with displacement aggregation
- Fast and stable QR eigenvalue algorithms for generalized companion matrices and secular equations
- The QR algorithm for unitary Hessenberg matrices
- Matrix factorizations in optimization of nonlinear functions subject to linear constraints
- Numerically stable methods for quadratic programming
- Large-scale linearly constrained optimization
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