A modified Gram--Schmidt-based downdating technique for ULV decompositions with applications to recursive TLS problems

DOI10.1016/S0167-9473(02)00069-5zbMath1018.65052MaRDI QIDQ1874131

Zhenyue Zhang, Hasan Erbay, Jesse L. Barlow

Publication date: 22 May 2003

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

algorithmsnumerical examplessingular value decompositionsubspacesULV decompositionmodifying decompositionsnorm and condition estimationrecursive total least squares problemstwo-sided orthogonal decompositions

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Related Items

Algorithm 1022: Efficient Algorithms for Computing a Rank-Revealing UTV Factorization on Parallel Computing Architectures, Modifiable low-rank approximation to a matrix, An efficient algorithm for rank and subspace tracking, 2nd special issue on matrix computations and statistics, Subspace tracking in low-rank real-time systems, Improved Gram-Schmidt type downdating methods, An alternative algorithm for a sliding window ULV decomposition

Uses Software

• Matlab
• VanHuffel

Cites Work

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• Accurate downdating of a modified Gram-Schmidt QR decomposition
• Solution of linear algebraic systems with rectangular matrices
• Reorthogonalization and Stable Algorithms for Updating the Gram-Schmidt QR Factorization
• Downdating the Singular Value Decomposition
• Updating a Rank-Revealing ULV Decomposition
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• The Rotation of Eigenvectors by a Perturbation. III