QR versus Cholesky: a probabilistic analysis

MaRDI QIDQ3186761zbMATH OpenFDO

Authors Mark Lira, Ram V. Iyer, A. Alexandre Trindade, Victoria E. Howle

Publication date 12 August 2016

Full work available at URL http://www.math.ualberta.ca/ijnam/Volume-13-2016/No-1-16/2016-01-07.pdf

zbMATH Keywords

Choleksy decompositioncondition numberKrylov subspace methodsleast squares problemsnumerical experimentQR decompositionrandom matrixsingular value decompositionstatistics

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Iterative numerical methods for linear systems (65F10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35)

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(2)

• Two-way ANOVA by using Cholesky decomposition and graphical representation
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