Least squares modifications with inverse factorizations: Parallel implications

DOI10.1016/0377-0427(89)90363-4zbMath0677.65037OpenAlexW2171899142WikidataQ114214722 ScholiaQ114214722MaRDI QIDQ1123540

S. H. Smith

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0377-0427(89)90363-4

zbMATH Keywords

covariance matrixparallel algorithmsmultiprocessor architecturesCholesky factorcontrol and signal processinginverse factorizationsleast-squares updateslinear sequential filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical optimization and variational techniques (65K10) Estimation and detection in stochastic control theory (93E10)

Related Items (16)

Rank-\(k\) modification methods for recursive least squares problems ⋮ A perturbation analysis of the problem of downdating a Cholesky factorization ⋮ Cholesky factorization-based adaptive BLAST DFE for wideband MIMO channels ⋮ A modification to the LINPACK downdating algorithm ⋮ SOLVING THE UPDATED AND DOWNDATED ORDINARY LINEAR MODEL ON MASSIVELY PARALLEL SIMD SYSTEMS ⋮ NEW PARALLEL STRATEGIES FOR BLOCK UPDATING THE QR DECOMPOSITION∗ ⋮ Perturbation and error analyses for block downdating of a Cholesky decomposition ⋮ CP-based SBHT-RLS algorithms for tracking channel estimates in multicarrier modulation systems ⋮ Perturbation analysis for block downdating of the generalized Cholesky factorization ⋮ Tracking the condition number for RLS in signal processing ⋮ Adaptive Lanczos methods for recursive condition estimation ⋮ An inverse factorization algorithm for linear prediction ⋮ Block RLS using row Householder reflections ⋮ Inverse updating and downdating for weighted linear least squares using \(M\)-invariant reflections ⋮ Conference celebrating the 60th birthday of Robert J. Plemmons. Papers from the conference, Winston-Salem, NC, USA, January 1999 ⋮ Dedication to Robert J. Plemmons

Uses Software

• LINPACK

Cites Work

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