An algorithm and stability theory for downdating the ULV decomposition

DOI10.1007/BF01740542zbMath0856.65042MaRDI QIDQ1913582

Peter A. Yoon, Hongyuan Zha, Jesse L. Barlow

Publication date: 24 February 1997

Published in: BIT (Search for Journal in Brave)

zbMATH Keywords

algorithmstabilityerror analysissingular valuesorthogonal decompositiondowndating\(ULV\) decomposition

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Related Items

A modified Gram--Schmidt-based downdating technique for ULV decompositions with applications to recursive TLS problems, A fast and stable algorithm for downdating the singular value decomposition, Modifiable low-rank approximation to a matrix, Subspace tracking in low-rank real-time systems, An efficient rank detection procedure for modifying the ULV decomposition, An overview of relative \(\sin\Theta\) theorems for invariant subspaces of complex matrices, An alternative algorithm for a sliding window ULV decomposition

Uses Software

• LINPACK
• VanHuffel

Cites Work

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• Stability analysis of the G-algorithm and a note on its applications to sparse least squares problems
• An efficient total least squares algorithm based on a rank-revealing two- sided orthogonal decomposition
• Perturbation analysis for block downdating of a Cholesky decomposition
• Stability analysis of the method of seminormal equations for linear least squares problems
• A perturbation analysis of the problem of downdating a Cholesky factorization
• A modification to the LINPACK downdating algorithm
• Two Simple Residual Bounds for the Eigenvalues of a Hermitian Matrix
• The Direct Solution of Weighted and Equality Constrained Least-Squares Problems
• Jacobi’s Method is More Accurate than QR
• The Effects of Rounding Error on an Algorithm for Downdating a Cholesky Factorization
• Accurate Downdating of Least Squares Solutions
• Downdating the Rank-Revealing URV Decomposition
• Methods for Modifying Matrix Factorizations
• Bounding the Subspaces from Rank Revealing Two-Sided Orthogonal Decompositions
• Perturbation Analysis for Two-Sided (or Complete) Orthogonal Decompositions
• Computing Accurate Eigensystems of Scaled Diagonally Dominant Matrices
• Updating a Rank-Revealing ULV Decomposition