[KNYGA][B] Numerical methods for least squares problems

Å Björck - 2024 - SIAM
Excerpt More than 25 years have passed since the first edition of this book was published in
1996. Least squares and least-norm problems have become more significant with every …

Multifrontal QR factorization in a multiprocessor environment

PR Amestoy, IS Duff, C Puglisi - Numerical linear algebra with …, 1996 - Wiley Online Library
We describe the design and implementation of a parallel QR decomposition algorithm for a
large sparse matrix A. The algorithm is based on the multifrontal approach and makes use of …

[KNYGA][B] Finding good column orderings for sparse QR factorization

P Heggernes, P Matstoms - 1996 - Citeseer
For sparse QR factorization, nding a good column ordering of the matrix to be factorized, is
essential. Both the amount of ll in the resulting factors, and the number of oating-point …

Sparse QR factorization in MATLAB

P Matstoms - ACM Transactions on Mathematical Software (TOMS), 1994 - dl.acm.org
In the recently presented sparse matrix extension of MATLAB, there is no routine for sparse
QR factorization. Sparse linear least-squares problems are instead solved by the …

Structure-preserving and rank-revealing QR-factorizations

CH Bischof, PC Hansen - SIAM Journal on Scientific and Statistical Computing, 1991 - SIAM
The rank-revealing QR-factorization (RRQR factorization) is a special QR-factorization that is
guaranteed to reveal the numerical rank of the matrix under consideration. This makes the …

Incremental condition estimation for sparse matrices

CH Bischof, JG Lewis, DJ Pierce - SIAM Journal on Matrix Analysis and …, 1990 - SIAM
Incremental condition estimation provides an estimate for the smallest singular value of a
triangular matrix. In particular, it gives a running estimate of the smallest singular value of a …

Parallel sparse QR factorization on shared memory architectures

P Matstoms - Parallel Computing, 1995 - Elsevier
We discuss a parallel shared memory implementation of multifrontal QR factorization. To
achieve high performance for general large and sparse matrices, a combination of tree and …

Sparse Multifrontal Rank Revealing QR Factorization

DJ Pierce, JG Lewis - SIAM Journal on Matrix Analysis and Applications, 1997 - SIAM
We describe an algorithm to compute an approximate rank revealing sparse QR
factorization. We use a two phase algorithm to provide especially high accuracy in the …

[KNYGA][B] Topics in sparse least squares problems

M Adlers - 2000 - Citeseer
This thesis addresses topics in sparse least squares computation. A stable method for
solving the least squares problem, minkAx; bk2 is based on the QR factorization. Here we …

Multifrontal computation with the orthogonal factors of sparse matrices

SM Lu, JL Barlow - SIAM Journal on Matrix Analysis and Applications, 1996 - SIAM
This paper studies the solution of the linear least squares problem for a large and sparse m
by n matrix A with m≧n by QR factorization of A and transformation of the right-hand side …