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Proceedings Paper

Modified Givens rotations for inverse updating in QR decomposition
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Paper Abstract

The sequence of Givens rotations used to update the upper triangular matrix R in a recursive QR decomposition may also be used to update the inverse transpose matrix R-H. Alternative forms of square-root-free Givens rotation for updating the inverse transpose matrix are derived by representing and storing it in a different factorized form from that used before. The modified Givens rotations do not involve explicit division by the exponential forget factor and lead to an update algorithm equivalent to the one derived by Sakai using Recursive Modified Gram Schmidt orthogonalization.

Paper Details

Date Published: 1 November 1993
PDF: 12 pages
Proc. SPIE 2027, Advanced Signal Processing Algorithms, Architectures, and Implementations IV, (1 November 1993); doi: 10.1117/12.160450
Show Author Affiliations
Terence J. Shepherd, Defence Research Agency (United Kingdom)
John E. McWhirter, Defence Research Agency (United Kingdom)

Published in SPIE Proceedings Vol. 2027:
Advanced Signal Processing Algorithms, Architectures, and Implementations IV
Franklin T. Luk, Editor(s)

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