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

algorithms\(QR\) decompositionHouseholder methodGivens-rotation-based algorithmself-scaling fast plane rotationsstiff least squares problems

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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• A General Updating Algorithm for Constrained Linear Least Squares Problems
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• Basic Linear Algebra Subprograms for Fortran Usage
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• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• Fast Plane Rotations with Dynamic Scaling
• Fast givens rotations for orthogonal similarity transformations
• Iterative Methods for Equality-Constrained Least Squares Problems
• Least Squares Computations by Givens Transformations Without Square Roots
• Loss and Recapture of Orthogonality in the Modified Gram–Schmidt Algorithm
• Modifying the QR-Decomposition to Constrained and Weighted Linear Least Squares
• On the Asymptotic Behavior of Scaled Singular Value and QR Decompositions
• On the Method of Weighting for Equality-Constrained Least-Squares Problems
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• The economical storage of plane rotations

Cited in

(3)

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

Describes a project that uses

Uses Software

• Algorithm 539

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