Least squares modifications with inverse factorizations: Parallel implications
DOI10.1016/0377-0427(89)90363-4zbMATH Open0677.65037OpenAlexW2171899142WikidataQ114214722 ScholiaQ114214722MaRDI QIDQ1123540FDOQ1123540
Authors: 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
Recommendations
covariance matrixparallel algorithmsmultiprocessor architecturesCholesky factorcontrol and signal processinginverse factorizationsleast-squares updateslinear sequential filtering
Numerical optimization and variational techniques (65K10) Filtering in stochastic control theory (93E11) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Estimation and detection in stochastic control theory (93E10)
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Cited In (17)
- Adaptive Lanczos methods for recursive condition estimation
- Cholesky factorization-based adaptive BLAST DFE for wideband MIMO channels
- CP-based SBHT-RLS algorithms for tracking channel estimates in multicarrier modulation systems
- Perturbation analysis for block downdating of the generalized Cholesky factorization
- Inverse updating and downdating for weighted linear least squares using \(M\)-invariant reflections
- A modification to the LINPACK downdating algorithm
- Rank-\(k\) modification methods for recursive least squares problems
- Tracking the condition number for RLS in signal processing
- NEW PARALLEL STRATEGIES FOR BLOCK UPDATING THE QR DECOMPOSITION∗
- An inverse factorization algorithm for linear prediction
- SOLVING THE UPDATED AND DOWNDATED ORDINARY LINEAR MODEL ON MASSIVELY PARALLEL SIMD SYSTEMS
- A perturbation analysis of the problem of downdating a Cholesky factorization
- Perturbation and error analyses for block downdating of a Cholesky decomposition
- Conference celebrating the 60th birthday of Robert J. Plemmons. Papers from the conference, Winston-Salem, NC, USA, January 1999
- Block RLS using row Householder reflections
- Title not available (Why is that?)
- Dedication to Robert J. Plemmons
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