TY - JOUR
T1 - Block gram-schmidt downdating
AU - Barlow, Jesse L.
N1 - Publisher Copyright:
Copyright © 2015, Kent State University.
PY - 2014
Y1 - 2014
N2 - Given positive integers m, n, and p, where m ≥ n+p and p ∗ n. A method is proposed to modify the QR decomposition of X ∈ ℝm × n to produce a QR decomposition of X with p rows deleted. The algorithm is based upon the classical block Gram-Schmidt method, requires an approximation of the norm of the inverse of a triangular matrix, has O(mnp) operations, and achieves an accuracy in the matrix 2-norm that is comparable to similar bounds for related procedures for p = 1 in the vector 2-norm. Since the algorithm is based upon matrixmatrix operations, it is appropriate for modern cache oriented computer architectures.
AB - Given positive integers m, n, and p, where m ≥ n+p and p ∗ n. A method is proposed to modify the QR decomposition of X ∈ ℝm × n to produce a QR decomposition of X with p rows deleted. The algorithm is based upon the classical block Gram-Schmidt method, requires an approximation of the norm of the inverse of a triangular matrix, has O(mnp) operations, and achieves an accuracy in the matrix 2-norm that is comparable to similar bounds for related procedures for p = 1 in the vector 2-norm. Since the algorithm is based upon matrixmatrix operations, it is appropriate for modern cache oriented computer architectures.
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M3 - Article
AN - SCOPUS:84928879960
SN - 1068-9613
VL - 43
SP - 163
EP - 187
JO - Electronic Transactions on Numerical Analysis
JF - Electronic Transactions on Numerical Analysis
ER -