In this paper we study how to update the solution of the linear system Ax = b after the matrix A is changed by addition or deletion of rows or columns. Studying the QR Factorization of the system, more specifically, the factorization created by the Householder reflection algorithm, we find that we can split the algorithm in two parts. The result from the first part is trivial to update and is the only dependency for calculating the second part. We find that not only can this save a considerable amount of time when solving least squares problems but the algorithm is also very easy to implement
The solution of nearly square overdetermined linear systems is studied. The sparse QR technique is c...
Abstract. It is well known that the solution of the equality constrained least squares (LSE) problem...
Computationally efficient parallel algorithms for downdating the least squares estimator of the ordi...
We propose and analyze a new tool to help solve sparse linear least-squares problems min{sub x} {par...
AbstractA new algorithm is presented for the efficient solution of large least squares problems in w...
Iterative refinement is a well-known technique for improving the quality of an approximate solution ...
We consider a repeated QR updating algorithm for the solution of equality constrained linear least s...
AbstractLinear least squares problems are commonly solved by QR factorization. When multiple solutio...
. In 1980, Han [6] described a finitely terminating algorithm for solving a system Ax b of linear ...
Abstract In this article, we present a QR updating procedure as a solution approach for linear least...
The least squares problem is an extremely useful device to represent an approximate solution to over...
International audienceThe Tall-Skinny QR (TSQR) algorithm is more communication efficient than the s...
. The linear least squares problem arises in many areas of sciences and engineerings. When the coef...
This work revisits existing algorithms for the QR factorization of rectangular matrices composed of ...
Many algorithms for optimization are based on solving a sequence of symmetric indefinite linear syst...
The solution of nearly square overdetermined linear systems is studied. The sparse QR technique is c...
Abstract. It is well known that the solution of the equality constrained least squares (LSE) problem...
Computationally efficient parallel algorithms for downdating the least squares estimator of the ordi...
We propose and analyze a new tool to help solve sparse linear least-squares problems min{sub x} {par...
AbstractA new algorithm is presented for the efficient solution of large least squares problems in w...
Iterative refinement is a well-known technique for improving the quality of an approximate solution ...
We consider a repeated QR updating algorithm for the solution of equality constrained linear least s...
AbstractLinear least squares problems are commonly solved by QR factorization. When multiple solutio...
. In 1980, Han [6] described a finitely terminating algorithm for solving a system Ax b of linear ...
Abstract In this article, we present a QR updating procedure as a solution approach for linear least...
The least squares problem is an extremely useful device to represent an approximate solution to over...
International audienceThe Tall-Skinny QR (TSQR) algorithm is more communication efficient than the s...
. The linear least squares problem arises in many areas of sciences and engineerings. When the coef...
This work revisits existing algorithms for the QR factorization of rectangular matrices composed of ...
Many algorithms for optimization are based on solving a sequence of symmetric indefinite linear syst...
The solution of nearly square overdetermined linear systems is studied. The sparse QR technique is c...
Abstract. It is well known that the solution of the equality constrained least squares (LSE) problem...
Computationally efficient parallel algorithms for downdating the least squares estimator of the ordi...