A sparse counterpart of Reichel and Gragg's package QRUP

DOI10.1016/J.CAM.2007.04.051MaRDI QIDQ1044853zbMATH OpenOpenAlexFDO

Authors Pablo Guerrero-García, Ángel Santos-Palomo

Publication date 15 December 2009

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2007.04.051

zbMATH Keywords

\texttt{Matlab}Givens' rotationssparse orthogonalizationsparse QR factorization

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Computational methods for sparse matrices (65F50)

Recommendations

• Updating and downdating an upper trapezoidal sparse orthogonal factorization†
• A software package for sparse orthogonal factorization and updating
• Sparse QR factorization in MATLAB
• Multiple-rank modifications of a sparse Cholesky factorization
• Maintaining LU factors of a general sparse matrix

Cites work

• A direct active set algorithm for large sparse quadratic programs with simple bounds
• A direct method for sparse least squares problems with lower and upper bounds
• A numerically stable form of the simplex algorithm
• A sparsity-exploiting variant of the Bartels—Golub decomposition for linear programming bases
• Active set algorithms for isotonic regression; a unifying framework
• Algorithm 686: FORTRAN subroutines for updating the QR decomposition
• scientific article; zbMATH DE number 3784219 (Why is no real title available?)
• scientific article; zbMATH DE number 852536 (Why is no real title available?)
• scientific article; zbMATH DE number 883145 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• Newton's Method for Large Bound-Constrained Optimization Problems
• On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem
• On the Use of Structural Zeros in Orthogonal Factorization
• Row Modifications of a Sparse Cholesky Factorization
• Sparse Matrices in MATLAB: Design and Implementation
• Updated triangular factors of the basis to maintain sparsity in the product form simplex method

Cited in

(3)

• QRUP
• Updating and downdating an upper trapezoidal sparse orthogonal factorization†
• A software package for sparse orthogonal factorization and updating

Describes a project that uses

Uses Software

• Matlab
• TRON
• TOMS-686
• symrcm

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