Self-scaling fast rotations for stiff and equality-constrained linear least squares problems

DOI10.1016/0024-3795(94)00092-1MaRDI QIDQ1908193zbMATH OpenOpenAlexFDO

Authors Andrew A. Anda, Haesun Park

Publication date 20 March 1996

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(94)00092-1

zbMATH Keywords

\(QR\) decompositionalgorithmsGivens-rotation-based algorithmHouseholder methodself-scaling fast plane rotationsstiff least squares problems

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Review text

Algorithms that apply self-scaling fast plane rotations to \(QR\) decomposition for stiff least squares problems are presented. These problems appear when an equality-constrained least squares problem is solved via extreme weighting of the constraint equations. The accuracy of the algorithm compares favorably with that of the Givens-rotation-based algorithm, while the Householder method may produce very sensitive results. This makes the fast plane rotation a method of choice for the \(QR\) decomposition, since it is also competitive in complexity with the Householder method.

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(3)

• Efficient implementation of a structured total least squares based speech compression method
• A self-scaling G-transformation for weighted least squares problems
• Polynomial computations for blind image deconvolution

Describes a project that uses

Uses Software

• Algorithm 539

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