Block Downdating of Least Squares Solutions

DOI10.1137/S089547989223691XMaRDI QIDQ4305409zbMATH OpenOpenAlexFDO

Authors Lars Eldén, Haesun Park

Publication date 16 March 1995

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s089547989223691x

zbMATH Keywords

algorithmscondition numberleast squares problemQR factorizationLINPACKcorrected seminormal equationsblock updating

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35)

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Cited in

(9)

• Efficient algorithms for block downdating of least squares solutions
• Block Gram-Schmidt downdating
• Block implementation of a recursive least squares estimation algorithm
• A fast randomized algorithm for computing an approximate null space
• Modified Gram-Schmidt-based methods for block downdating the Cholesky factorization
• High performance algorithms for Toeplitz and block Toeplitz matrices
• Perturbation and error analyses for block downdating of a Cholesky decomposition
• scientific article; zbMATH DE number 17429 (Why is no real title available?)
• Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations

Describes a project that uses

Uses Software

• LINPACK

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