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)- 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
- 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
- Procedures for optimization problems with a mixture of bounds and general linear constraints
- On efficiently computing the eigenvalues of limited-memory quasi-Newton matrices
- Low rank updated LS-SVM classifiers for fast variable selection
- A quadratically convergent method for minimizing a sum of euclidean norms
- On the orthogonal factorization and its updating in band-structured matrix computations
- Partial spectral projected gradient method with active-set strategy for linearly constrained optimization
- A dual simplex-type algorithm for the smallest enclosing ball of balls
- An \(LDL^{\mathrm{T}}\) trust-region quasi-Newton method
- The convergence of quasi-Gauss-Newton methods for nonlinear problems
- The topological susceptibility from grand canonical simulations in the interacting instanton liquid model: zero temperature calibrations and numerical framework
- The simplex method is not always well behaved
- A modification to the LINPACK downdating algorithm
- Stability analysis of a general Toeplitz system solver
- The unitary completion and QR iterations for a class of structured matrices
- A selected method for the optimal parameters of the AOR iteration
- A nonlinear optimization approach for solving facility layout problems
- Updating QR factorization procedure for solution of linear least squares problem with equality constraints
- A numerically stable dual method for solving strictly convex quadratic programs
- Optimization of unconstrained functions with sparse Hessian matrices—Quasi-Newton methods
- Rank-k modification methods for recursive least squares problems
- Measurement updating using the U-D factorization
- Analysis and implementation of a dual algorithm for constrained optimization
- Complex matrix inversion via real matrix inversions
- A note on the efficient solution of matrix pencil systems
- Fast block Toeplitz orthogonalization
- Expectation propagation for nonlinear inverse problems -- with an application to electrical impedance tomography
- The fast recursive row-Householder subspace tracking algorithm
- Large-scale geodetic least-squares adjustment by dissection and orthogonal decomposition
- Theory of generalized discrepancies on a ball of arbitrary finite dimensions and algorithms for finding low-discrepancy point sets
- QR factorization of Toeplitz matrices
- qpOASES: a parametric active-set algorithm for~quadratic programming
- A quasi-Newton method with modification of one column per iteration
- Expectation propagation in linear regression models with spike-and-slab priors
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