A comparison of three numerical methods for updating regressions.

Download
Author
Raptis, Grigorios J.
Date
1991-09Advisor
Boger, Dan C.
Gragg, William B.
Second Reader
Schrady, David A.
Metadata
Show full item recordAbstract
Three numerical procedures are presented for updating regressions. All three
methods are based on QR factorization, but after that they use different philosophies
to update the regression coefficients. Elden's algorithm updates using only the
triangular matrix R. This procedure does not use orthogonal transformations, but it
uses hyperbolic rotations. The modified Gram-Schmidt QR process is used by Gragg-
Leveque-Trangenstein's method where the matrix with orthonormal columns is stored
and updated. Chan's algorithm computes a column permutation n and a QR
factorization of a matrix A such that a rank deficiency of A will be revealed. Although
the three methods are based on different ideas and can be used for different purposes
their comparison shows that Chan's algorithm is the only accurate one in the rank
deficient case, and that Gragg-Leveque-Trangenstein's method is the cheapest and the
most stable.
Collections
Related items
Showing items related by title, author, creator and subject.
-
Matrix organizational structure and its effect on Army acquisition program management offices
Ostrowski, Paul Adam. (Monterey, California. Naval Postgraduate School, 1996-06);With the implementation of the Defense Management Review, and publications of DoD Directive 5000.1 and DoD 5OOO.2-R, the Army was mandated to restructure program offices with the intent of cutting waste and fraud within ... -
Application of chaos methods to helicopter vibration reduction using Higher Harmonic Control
Sarigul-Klijn, Martinus M. (Monterey, California. Naval Postgraduate School, 1990-03);Chaos is a discipline used in understanding complex nonlinear dynamics. The geometric and topological methods of Chaos theory are applied, for the first time, to the study of flight test data. Data analyzed is from the ... -
An exact formulation for structural dynamic model error localization
Gordis, Joshua H. (Monterey, California. Naval Postgraduate School, 1993);The general theory for frequency domain structural synthesis is based on a structural synthesis transformation, a direct analytic relation between two frequency response function structural models. This transformation ...