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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Numerical Algorithmsarrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
Numerical Algorithms
Article . 1994 . Peer-reviewed
License: Springer TDM
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 1994
Data sources: zbMATH Open
DBLP
Article . 2020
Data sources: DBLP
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Rank-k modification methods for recursive least squares problems

Rank-\(k\) modification methods for recursive least squares problems
Authors: Serge J. Olszanskyj; James M. Lebak; Adam W. Bojanczyk;

Rank-k modification methods for recursive least squares problems

Abstract

A linear least squares problem based on the QR factorization is referred to as the recursive least squares problem if it is desired to solve the same problem with one or more rows added or deleted from the data. The authors introduce the concept of rank-\(k\) modifications for recursive least squares problems, with the emphasis on developing numerically accurate rank-\(k\) downdating algorithms because downdating is numerically harder than updating. They extend known rank-1 downdating algorithms, such as corrected seminormal equations (CSNE), the LINPACK method, and downdating via classical Gram-Schmidt (CGS) with re-orthogonalization and develop some new rank-\(k\) downdating algorithms, e.g. based on modified-Gram-Schmidt (MGS) and block-Gram-Schmidt (BGS). They provide experimental results comparing the numerical accuracy of the various algorithms and other computational aspects of the algorithms. On the basis of the computer experiments, they are able to state, that a single rank-\(k\) downdate for the various methods is faster than \(k\) consecutive rank-1 downdates and the Gram-Schmidt methods are faster methods but not numerically accurate for ill-conditioned problems.

Related Organizations
Keywords

corrected seminormal equations, Numerical solutions to overdetermined systems, pseudoinverses, LINPACK method, rank-\(k\) modifications, downdating algorithms, ill-conditioned problems, Gram-Schmidt methods, QR factorization, Orthogonalization in numerical linear algebra, recursive least squares problem, experimental results

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
16
Average
Top 10%
Average
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