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Proceedings Paper

Two-step Gram-Schmidt downdating methods
Author(s): Jesse L. Barlow; Alicja Smoktunowicz; Hasan Erbay
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Paper Abstract

The problem of deleting a row from the QR factorization X = UR by Gram-Schmidt techniques is intimately connected to solving the least squares problem (formula available in paper) by classical iterative methods. Past approaches to this problem have focused upon accurate computation of the residual (formula available in paper), thereby finding a vector (formula available in paper) that is orthogonal to U. This work shows that it is also important to accurately compute the vector f and that it must be used in the downdating process to maintain good backward error in the new factorization. New algorithms are proposed based upon this observation.

Paper Details

Date Published: 20 November 2001
PDF: 12 pages
Proc. SPIE 4474, Advanced Signal Processing Algorithms, Architectures, and Implementations XI, (20 November 2001); doi: 10.1117/12.448659
Show Author Affiliations
Jesse L. Barlow, The Pennsylvania State Univ. (United States)
Alicja Smoktunowicz, Warsaw Univ. of Technology (Poland)
Hasan Erbay, The Pennsylvania State Univ. (United States)


Published in SPIE Proceedings Vol. 4474:
Advanced Signal Processing Algorithms, Architectures, and Implementations XI
Franklin T. Luk, Editor(s)

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