Methods for Modifying Matrix Factorizations
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Cites work
- Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
- 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?)
- Least Squares Computations by Givens Transformations Without Square Roots
- Quasi-Newton Methods for Unconstrained Optimization
- The least squares problem and pseudo-inverses
- The QR algorithm for real Hessenberg matrices
- Triangular factors of modified matrices
Cited in
(only showing first 100 items - show all)- Orthogonal Laurent polynomials on the unit circle and snake-shaped matrix factorizations
- QR factorization of Toeplitz matrices
- Householder reflections versus Givens rotations in sparse orthogonal decomposition
- The QR algorithm for unitary Hessenberg matrices
- On estimating the condition of eigenvalues and eigenvectors
- Analysis of a recursive least squares hyperbolic rotation algorithm for signal processing
- The simplex method is not always well behaved
- A direct method for sparse least squares problems with lower and upper bounds
- Parallel quasi-Newton methods for unconstrained optimization
- Linearly constrained optimization
- Least squares modifications with inverse factorizations: Parallel implications
- A dual projective simplex method for linear programming
- Algorithms for roundoff error analysis - a relative error approach
- A quasi-Newton method with Cholesky factorization
- Computational methods of linear algebra
- Large-scale geodetic least-squares adjustment by dissection and orthogonal decomposition
- A computational method for the indefinite quadratic programming problem
- On the orthogonal factorization and its updating in band-structured matrix computations
- Partitioned quasi-Newton methods for nonlinear equality constrained optimization
- Tracking the condition number for RLS in signal processing
- Adaptive Lanczos methods for recursive condition estimation
- A nonlinear optimization approach for solving facility layout problems
- A quasi-Gauss-Newton method for solving nonlinear algebraic equations
- Discrete, linear approximation problems in polyhedral norms
- Measurement updating using the U-D factorization
- Pivoting techniques for symmetric Gaussian elimination
- Unified approach to unconstrained minimization via basic matrix factorizations
- A method for updating Cholesky factorization of a band matrix
- A geometric method in nonlinear programming
- Block RLS using row Householder reflections
- A total least squares method for Toeplitz systems of equations
- A modified layered-step interior-point algorithm for linear programming
- Analysis and implementation of a dual algorithm for constrained optimization
- Rank-k modification methods for recursive least squares problems
- A modification of the Dewilde-van der Veen method for inversion of finite structured matrices
- Algebraic and numerical techniques for the computation of matrix determinants
- Accuracy-enhancing methods for balancing-related frequency-weighted model and controller reduction.
- Computational methods for modifying seemingly unrelated regressions models.
- Obtaining simultaneous solutions of linear subsystems of inequalities and duals
- Updating QR factorization procedure for solution of linear least squares problem with equality constraints
- GMRES and the Arioli, Pták, and Strakoš parametrization
- Fast and stable QR eigenvalue algorithms for generalized companion matrices and secular equations
- Stability analysis of the method of seminormal equations for linear least squares problems
- On systolic arrays for updating the Cholesky factorization
- Round-off error propagation in four generally-applicable, recursive, least-squares estimation schemes
- Efficient algorithms for block downdating of least squares solutions
- Fast Toeplitz orthogonalization
- An iterative working-set method for large-scale nonconvex quadratic programming
- On incremental and robust subspace learning
- The convergence of quasi-Gauss-Newton methods for nonlinear problems
- Stability analysis of a general Toeplitz system solver
- An algorithm and stability theory for downdating the ULV decomposition
- Accurate downdating of a modified Gram-Schmidt QR decomposition
- Perturbation and error analyses for block downdating of a Cholesky decomposition
- Low rank updated LS-SVM classifiers for fast variable selection
- The fast recursive row-Householder subspace tracking algorithm
- A projective simplex algorithm using LU decomposition
- A novel face-on-face contact method for nonlinear solid mechanics
- A dual simplex-type algorithm for the smallest enclosing ball of balls
- Generation of orthogonal rational functions by procedures for structured matrices
- Geometric adaptive Monte Carlo in random environment
- On a primal-dual Newton proximal method for convex quadratic programs
- A reduced proximal-point homotopy method for large-scale non-convex BQP
- Limited-memory BFGS with displacement aggregation
- A note on Hammarling's algorithm for the discrete Lyapunov equation
- Theory of generalized discrepancies on a ball of arbitrary finite dimensions and algorithms for finding low-discrepancy point sets
- An implementation of Milstein's method for general bounded diffusions
- Quasi-Newton approaches to interior point methods for quadratic problems
- A perturbation analysis of the problem of downdating a Cholesky factorization
- Numerical issues in computing the antitriangular factorization of symmetric indefinite matrices
- Necessary and sufficient conditions for GMRES complete and partial stagnation
- Fast QR factorization of Cauchy-like matrices
- Perturbation scheme for online learning of features: Incremental principal component analysis
- An O(n^ 3L) primal interior point algorithm for convex quadratic programming
- A modification to the LINPACK downdating algorithm
- Bayesian optimization package: PHYSBO
- Minimizing model fitting objectives that contain spurious local minima by bootstrap restarting
- On efficiently computing the eigenvalues of limited-memory quasi-Newton matrices
- A quadratically convergent method for minimizing a sum of euclidean norms
- A weighted gram-schmidt method for convex quadratic programming
- Equivalence of some quadratic programming algorithms
- On QR factorization updatings
- A selected method for the optimal parameters of the AOR iteration
- Expectation propagation for nonlinear inverse problems -- with an application to electrical impedance tomography
- Optimization of unconstrained functions with sparse Hessian matrices—Quasi-Newton methods
- Procedures for optimization problems with a mixture of bounds and general linear constraints
- Updating LU Factorizations for Computing Stationary Distributions
- A factorization with update procedures for a KKT matrix arising in direct optimal control
- Error Analysis of Some Techniques for Updating Orthogonal Decompositions
- The computation of Lagrange-multiplier estimates for constrained minimization
- An equivalence between two algorithms for quadratic programming
- Modifications and implementation of the ellipsoid algorithm for linear programming
- A critical index algorithm for nearest point problems on simplicial cones
- Direct Secant Updates of Matrix Factorizations
- Newton-type methods for unconstrained and linearly constrained optimization
- Chebyshev solution of overdetermined systems of linear equations
- Factorized Variable Metric Methods for Unconstrained Optimization
- Matrix augmentation and partitioning in the updating of the basis inverse
- Numerically stable methods for quadratic programming
- Matrix factorizations in optimization of nonlinear functions subject to linear constraints
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