FORTRAN subroutines for updating the QR decomposition
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Authors
Gragg, William B.
Reichel, Lother
Subjects
OR decomposition
updating
subset selection
updating
subset selection
Advisors
Date of Issue
1988-11
Date
1988-11
Publisher
Monterey, California. Naval Postgraduate School
Language
en_US
Abstract
We present FORTRAN subroutines that update the QR decomposition in a numerically stable manner when A is modified by a matrix of rank one, or when a row or a column is inserted or deleted. These subroutines are modifications of the Algol procedures in Daniel et al. 5. We also present a subroutine that the elements in the lower right corner of R will generally be small if the columns of A are nearly linearly dependent. This subroutine is an implementation of the rank revealing QR decomposition scheme recently proposed by Chan (3). The subroutines have been written to perform well on a vector computer. Algorithms Additional Key Words and Phrases: QR decomposition, updating, subset selection. Computer programs
Type
Technical Report
Description
Series/Report No
Department
Identifiers
NPS Report Number
NPS-53-89-002
Sponsors
Prepared for: Naval Postgraduate School and the
National Science Foundation, Washington
D.C.
Funder
O&MN, Direct Funding
Format
Citation
Distribution Statement
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.