Stability analysis of the G-algorithm and a note on its applications to sparse least squares problems

DOI10.1007/BF01935371MaRDI QIDQ1070768zbMATH OpenFDO

Authors Jesse L. Barlow

Publication date 1985

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01935371

zbMATH Keywords

error analysisG-algorithmorthogonal decomposition methodsweighted linear least squares problem

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Review text

The G-algorithm of \textit{E.H. Bareiss} [SIAM J. Algebraic Discrete Methods (to appear)] for solving the weighted linear least squares problem is studied. The error analysis of this algorithm presented here is shown to be as stable as any of the standard orthogonal decomposition methods for solving least squares problems.

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Cites work

• Application of Dense Householder Transformation to a Sparse Matrix
• Computer Solution and Perturbation Analysis of Generalized Linear Least Squares Problems
• Error Analysis of Direct Methods of Matrix Inversion
• Error analysis of QR decompositions by Givens transformations
• Fast Numerically Stable Computations for Generalized Linear Least Squares Problems
• Handbook series linear algebra. Linear least squares solutions by Householder transformations
• scientific article; zbMATH DE number 3669655 (Why is no real title available?)
• scientific article; zbMATH DE number 3438258 (Why is no real title available?)
• scientific article; zbMATH DE number 883145 (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
• Methods for Computing and Modifying the LDV Factors of a Matrix
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Cited in

(5)

• An algorithm and stability theory for downdating the ULV decomposition
• A self-scaling G-transformation for weighted least squares problems
• Accurate solutions of weighted least squares problems associated with rank-structured matrices
• scientific article; zbMATH DE number 1618011 (Why is no real title available?)
• GSA improvement via the von Neumann stability analysis

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